+1,050.7%
C vs MOS
+115.8%
+935.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +17.4% | -15.7% | -3.6% |
| 7D | +1.1% | +17.9% | -16.9% | -4.3% |
| 30D | -2.4% | +1.6% | -4.0% | -3.6% |
| 3M | -8.4% | -4.0% | -4.4% | -8.4% |
| 6M | +0.3% | -4.1% | +4.5% | -0.5% |
| YTD | +9.1% | -7.8% | +16.9% | +7.3% |
| 1Y | +26.0% | -15.6% | +41.6% | +26.9% |
| 3Y | +221.2% | -28.9% | +250.0% | +229.3% |
| 5Y | +120.4% | -36.8% | +157.3% | +121.7% |
| 10Y | +250.6% | +6.7% | +243.9% | +173.0% |
| All | +1,050.7% | +115.8% | +935.0% | +494.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling