+76.0%
D vs MOS
-25.3%
+101.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -2.4% | +5.5% | -7.9% | -2.9% |
| 30D | +9.0% | +21.0% | -12.0% | +6.8% |
| 3M | +1.0% | -0.5% | +1.4% | +0.6% |
| 6M | +11.0% | +6.6% | +4.4% | +9.6% |
| YTD | +19.8% | -2.8% | +22.5% | +18.7% |
| 1Y | +16.0% | -8.1% | +24.0% | +15.5% |
| All | +76.0% | -25.3% | +101.3% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling