-8.4%
MDB vs MOS
-26.7%
+18.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.3% | -10.5% | -7.4% |
| 7D | -20.9% | +22.5% | -43.4% | -21.7% |
| 30D | -15.6% | +6.6% | -22.2% | -15.7% |
| 3M | -19.1% | -3.8% | -15.3% | -18.8% |
| 6M | +14.2% | -2.2% | +16.4% | +14.2% |
| YTD | -27.4% | -4.8% | -22.7% | -27.5% |
| 1Y | -13.0% | -11.7% | -1.3% | -12.2% |
| All | -8.4% | -26.7% | +18.4% | -7.8% |
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 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