+331.4%
IR vs MOS
+8.4%
+322.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.4% | -17.8% | -5.7% |
| 7D | +11.6% | +17.9% | -6.4% | +5.5% |
| 30D | +7.2% | +1.6% | +5.6% | +5.9% |
| 3M | -5.9% | -4.0% | -1.9% | -5.8% |
| 6M | +11.5% | -4.1% | +15.6% | +10.8% |
| YTD | +6.3% | -7.8% | +14.1% | +5.0% |
| 1Y | +9.1% | -15.6% | +24.7% | +10.5% |
| 3Y | +29.2% | -28.9% | +58.0% | +33.5% |
| 5Y | +48.2% | -36.8% | +85.0% | +44.6% |
| All | +331.4% | +8.4% | +322.9% | +189.3% |
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