+47.9%
MAR vs MOS
-6.5%
+54.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | +2.9% | +24.8% | -22.0% | +1.3% |
| 30D | +17.0% | +22.7% | -5.6% | +15.4% |
| 3M | +23.2% | -1.2% | +24.4% | +22.9% |
| 6M | +21.7% | +5.5% | +16.2% | +20.5% |
| YTD | +38.9% | -2.0% | +40.8% | +35.6% |
| All | +47.9% | -6.5% | +54.5% | +43.4% |
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