+319.4%
IR vs MOS
+12.0%
+307.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.8% |
| 7D | +2.3% | +22.5% | -20.2% | -4.4% |
| 30D | +3.3% | +6.6% | -3.3% | +0.6% |
| 3M | -9.0% | -3.8% | -5.2% | -9.0% |
| 6M | +8.0% | -2.2% | +10.2% | +6.7% |
| YTD | +3.4% | -4.8% | +8.2% | +1.1% |
| 1Y | +4.5% | -11.7% | +16.2% | +4.4% |
| 3Y | +25.6% | -26.5% | +52.1% | +28.5% |
| 5Y | +43.8% | -32.2% | +76.0% | +36.9% |
| All | +319.4% | +12.0% | +307.4% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling