+2,498.9%
MAR vs MOS
+4.2%
+2,494.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -4.2% | +9.5% | -13.7% | -6.4% |
| 30D | -6.7% | +10.4% | -17.1% | -9.3% |
| 3M | -12.5% | +12.9% | -25.4% | -15.8% |
| 6M | +0.6% | +1.2% | -0.7% | -1.5% |
| YTD | +9.1% | +9.3% | -0.2% | +4.3% |
| 1Y | +26.2% | -18.0% | +44.2% | +29.2% |
| 3Y | +68.2% | -29.0% | +97.2% | +73.3% |
| 5Y | +163.9% | -9.6% | +173.5% | +143.2% |
| 10Y | +420.6% | +6.1% | +414.5% | +316.8% |
| All | +2,498.9% | +4.2% | +2,494.7% | +1,382.8% |
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