+46.8%
IR vs MOS
-31.8%
+78.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.4% |
| 7D | +5.0% | +19.7% | -14.6% | +1.3% |
| 30D | +10.3% | +21.5% | -11.2% | +6.0% |
| 3M | -0.1% | -0.4% | +0.3% | -0.6% |
| 6M | +14.8% | +4.5% | +10.2% | +12.6% |
| YTD | +9.7% | -2.9% | +12.6% | +7.9% |
| 1Y | +12.2% | -7.7% | +19.9% | +11.3% |
| 3Y | +30.0% | -25.6% | +55.6% | +31.4% |
| 5Y | +46.8% | -31.2% | +78.0% | +40.6% |
| All | +46.8% | -31.8% | +78.6% | +40.6% |
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