+72.9%
MA vs MOS
-26.7%
+99.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -2.7% |
| 7D | +3.2% | +22.5% | -19.3% | +1.9% |
| 30D | +15.9% | +6.6% | +9.3% | +15.3% |
| 3M | +15.2% | -3.8% | +19.0% | +15.0% |
| 6M | +32.4% | -2.2% | +34.6% | +31.9% |
| YTD | +15.6% | -4.8% | +20.4% | +14.3% |
| 1Y | +19.3% | -11.7% | +31.0% | +18.8% |
| All | +72.9% | -26.7% | +99.6% | +70.6% |
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 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