+35,474.9%
LOW vs MOS
+155.8%
+35,319.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -1.7% | +9.5% | -11.3% | -3.4% |
| 30D | -7.0% | +10.4% | -17.5% | -8.9% |
| 3M | -0.9% | +12.9% | -13.8% | -3.6% |
| 6M | -20.1% | +1.2% | -21.3% | -21.2% |
| YTD | -13.9% | +9.3% | -23.2% | -16.5% |
| 1Y | -21.1% | -18.0% | -3.2% | -19.7% |
| 3Y | -6.6% | -29.0% | +22.4% | -4.2% |
| 5Y | +9.4% | -9.6% | +18.9% | +2.5% |
| 10Y | +220.5% | +6.1% | +214.4% | +167.0% |
| All | +35,474.9% | +155.8% | +35,319.1% | +17,654.6% |
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 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