+72.2%
MAR vs MOS
-29.5%
+101.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -4.2% | +9.5% | -13.7% | -5.3% |
| 30D | -6.7% | +10.4% | -17.1% | -7.9% |
| 3M | -12.5% | +12.9% | -25.4% | -14.1% |
| 6M | +0.6% | +1.2% | -0.7% | -0.6% |
| YTD | +9.1% | +9.3% | -0.2% | +6.4% |
| 1Y | +26.2% | -18.0% | +44.2% | +27.9% |
| All | +72.2% | -29.5% | +101.6% | +75.0% |
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