+43.8%
IR vs MOS
-31.6%
+75.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.4% |
| 7D | +2.3% | +22.5% | -20.2% | -1.8% |
| 30D | +3.3% | +6.6% | -3.3% | +1.7% |
| 3M | -9.0% | -3.8% | -5.2% | -8.9% |
| 6M | +8.0% | -2.2% | +10.2% | +7.3% |
| YTD | +3.4% | -4.8% | +8.2% | +2.0% |
| 1Y | +4.5% | -11.7% | +16.2% | +4.6% |
| 3Y | +25.6% | -26.5% | +52.1% | +27.2% |
| 5Y | +43.8% | -32.2% | +76.0% | +38.8% |
| All | +43.8% | -31.6% | +75.4% | +38.8% |
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