+1,163.5%
C vs MOS
+155.8%
+1,007.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +3.6% | +9.5% | -5.9% | +0.8% |
| 30D | +0.1% | +10.4% | -10.4% | -3.2% |
| 3M | +2.4% | +12.9% | -10.5% | -2.2% |
| 6M | +24.9% | +1.2% | +23.7% | +21.5% |
| YTD | +19.8% | +9.3% | +10.5% | +13.0% |
| 1Y | +44.9% | -18.0% | +62.8% | +48.1% |
| 3Y | +263.0% | -29.0% | +292.0% | +275.7% |
| 5Y | +129.5% | -9.6% | +139.1% | +107.9% |
| 10Y | +291.6% | +6.1% | +285.5% | +207.0% |
| All | +1,163.5% | +155.8% | +1,007.7% | +526.2% |
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