-5.8%
LOW vs MOS
-29.5%
+23.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -1.7% | +9.5% | -11.3% | -3.0% |
| 30D | -7.0% | +10.4% | -17.5% | -8.4% |
| 3M | -0.9% | +12.9% | -13.8% | -2.9% |
| 6M | -20.1% | +1.2% | -21.3% | -21.0% |
| YTD | -13.9% | +9.3% | -23.2% | -16.0% |
| 1Y | -21.1% | -18.0% | -3.2% | -19.8% |
| All | -5.8% | -29.5% | +23.7% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling