+96.3%
MO vs MOS
-29.5%
+125.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +0.3% | +9.5% | -9.2% | -0.1% |
| 30D | +0.6% | +10.4% | -9.8% | +0.1% |
| 3M | -1.0% | +12.9% | -13.9% | -1.7% |
| 6M | +4.3% | +1.2% | +3.1% | +4.2% |
| YTD | +23.3% | +9.3% | +14.0% | +22.2% |
| 1Y | +10.5% | -18.0% | +28.4% | +11.4% |
| All | +96.3% | -29.5% | +125.8% | +102.5% |
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