+18.9%
C vs MOS
-16.7%
+35.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.3% | -5.1% |
| 7D | -5.3% | +22.5% | -27.8% | -5.6% |
| 30D | -7.3% | +6.6% | -14.0% | -7.6% |
| 3M | -13.5% | -3.8% | -9.7% | -13.5% |
| 6M | -6.5% | -2.2% | -4.3% | -7.0% |
| YTD | +3.6% | -4.8% | +8.4% | +1.6% |
| 1Y | +18.9% | -11.7% | +30.6% | +17.9% |
| All | +18.9% | -16.7% | +35.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling