+30.2%
EXC vs MOS
-26.7%
+56.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.5% |
| 7D | +1.4% | +22.5% | -21.1% | +0.5% |
| 30D | +11.6% | +6.6% | +5.0% | +11.2% |
| 3M | +2.7% | -3.8% | +6.5% | +2.6% |
| 6M | +2.7% | -2.2% | +4.9% | +2.5% |
| YTD | +9.7% | -4.8% | +14.5% | +9.0% |
| 1Y | +4.5% | -11.7% | +16.2% | +4.2% |
| All | +30.2% | -26.7% | +56.9% | +31.9% |
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