+57.4%
MAR vs MOS
-16.2%
+73.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +17.4% | -15.3% | +0.8% |
| 7D | +7.7% | +17.9% | -10.2% | +6.4% |
| 30D | +19.4% | +1.6% | +17.8% | +19.1% |
| 3M | +23.3% | -4.0% | +27.3% | +23.2% |
| 6M | +22.8% | -4.1% | +27.0% | +22.4% |
| YTD | +37.8% | -7.8% | +45.6% | +35.1% |
| 1Y | +57.4% | -15.6% | +72.9% | +55.9% |
| All | +57.4% | -16.2% | +73.6% | +55.9% |
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