+48.3%
MAR vs MOS
-7.3%
+55.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.0% | +5.5% | -4.4% | +0.7% |
| 30D | +16.2% | +21.0% | -4.7% | +14.6% |
| 3M | +23.1% | -0.5% | +23.5% | +22.7% |
| 6M | +22.0% | +6.6% | +15.4% | +20.6% |
| YTD | +39.2% | -2.8% | +41.9% | +35.9% |
| 1Y | +48.3% | -8.1% | +56.3% | +43.8% |
| All | +48.3% | -7.3% | +55.6% | +43.8% |
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