+44.8%
MAR vs MOS
-8.6%
+53.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | 0.0% |
| 7D | +0.2% | +19.7% | -19.4% | -1.1% |
| 30D | +14.0% | +21.5% | -7.5% | +12.4% |
| 3M | +18.1% | -0.4% | +18.5% | +17.7% |
| 6M | +18.6% | +4.5% | +14.1% | +17.4% |
| YTD | +35.3% | -2.9% | +38.2% | +32.2% |
| All | +44.8% | -8.6% | +53.5% | +40.6% |
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 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