+2,408.8%
D vs MOS
+122.8%
+2,286.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | +3.0% | -3.8% | +6.8% | +3.1% |
| 6M | +12.8% | -2.2% | +15.0% | +12.4% |
| YTD | +22.6% | -4.8% | +27.3% | +22.0% |
| 1Y | +21.7% | -11.7% | +33.4% | +21.8% |
| 3Y | +83.9% | -26.5% | +110.4% | +85.5% |
| 5Y | +14.0% | -32.2% | +46.2% | +13.7% |
| 10Y | +45.6% | +10.2% | +35.4% | +30.5% |
| All | +2,408.8% | +122.8% | +2,286.0% | +1,724.8% |
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 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