+14.0%
D vs MOS
-31.6%
+45.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.5% |
| 7D | +6.9% | +22.5% | -15.5% | +4.8% |
| 30D | +12.3% | +6.6% | +5.7% | +11.4% |
| 3M | +3.0% | -3.8% | +6.8% | +3.0% |
| 6M | +12.8% | -2.2% | +15.0% | +12.4% |
| YTD | +22.6% | -4.8% | +27.3% | +21.9% |
| 1Y | +21.7% | -11.7% | +33.4% | +21.7% |
| 3Y | +83.9% | -26.5% | +110.4% | +85.2% |
| 5Y | +14.0% | -32.2% | +46.2% | +14.8% |
| All | +14.0% | -31.6% | +45.5% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling