+19.9%
MA vs MOS
-7.8%
+27.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +1.8% | +24.8% | -23.0% | +1.7% |
| 30D | +11.8% | +22.7% | -10.8% | +11.7% |
| 3M | +17.2% | -1.2% | +18.4% | +16.4% |
| 6M | +33.4% | +5.5% | +27.9% | +32.7% |
| YTD | +16.1% | -2.0% | +18.1% | +12.5% |
| 1Y | +19.9% | -7.9% | +27.9% | +15.7% |
| All | +19.9% | -7.8% | +27.7% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling