-3.5%
IR vs MOS
-17.5%
+14.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -2.8% | +9.5% | -12.4% | -3.9% |
| 30D | -15.1% | +10.4% | -25.6% | -16.2% |
| 3M | +6.1% | +12.9% | -6.8% | +3.8% |
| 6M | -16.8% | +1.2% | -18.1% | -18.9% |
| YTD | -3.5% | +9.3% | -12.9% | -7.3% |
| 1Y | -3.5% | -18.0% | +14.5% | -1.9% |
| All | -3.5% | -17.5% | +14.0% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling