+3,122.8%
MAR vs MOS
-9.2%
+3,131.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.6% |
| 7D | +4.4% | +22.5% | -18.1% | -1.2% |
| 30D | +15.5% | +6.6% | +8.9% | +12.9% |
| 3M | +15.7% | -3.8% | +19.5% | +15.6% |
| 6M | +18.2% | -2.2% | +20.4% | +16.8% |
| YTD | +35.3% | -4.8% | +40.1% | +32.9% |
| 1Y | +48.6% | -11.7% | +60.3% | +48.5% |
| 3Y | +124.3% | -26.5% | +150.9% | +127.6% |
| 5Y | +159.7% | -32.2% | +191.9% | +156.7% |
| 10Y | +555.2% | +10.2% | +545.0% | +418.1% |
| All | +3,122.8% | -9.2% | +3,131.9% | +1,789.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling