+6.9%
IR vs MOS
-11.3%
+18.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +21.6% | -17.9% | +1.5% |
| 30D | +7.4% | +12.0% | -4.5% | +6.1% |
| 3M | -5.9% | -3.9% | -2.0% | -5.5% |
| 6M | +5.6% | -3.3% | +8.9% | +5.1% |
| YTD | +4.8% | -4.6% | +9.5% | +1.7% |
| 1Y | +6.9% | -7.0% | +13.9% | +3.7% |
| All | +6.9% | -11.3% | +18.3% | +3.7% |
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