+158.5%
MAR vs MOS
-32.5%
+190.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.3% |
| 7D | +4.4% | +22.5% | -18.1% | +0.6% |
| 30D | +15.5% | +6.6% | +8.9% | +13.9% |
| 3M | +15.7% | -3.8% | +19.5% | +15.8% |
| 6M | +18.2% | -2.2% | +20.4% | +17.4% |
| YTD | +35.3% | -4.8% | +40.1% | +33.5% |
| 1Y | +48.6% | -11.7% | +60.3% | +48.6% |
| 3Y | +124.3% | -26.5% | +150.9% | +126.3% |
| All | +158.5% | -32.5% | +190.9% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling