-15.6%
MOS vs A
+24.4%
-40.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.0% | +16.4% | +17.2% |
| 7D | +17.9% | -2.4% | +20.3% | +18.3% |
| 30D | +1.6% | +3.6% | -2.0% | +1.1% |
| 3M | -4.0% | +27.5% | -31.5% | -7.2% |
| 6M | -4.1% | +58.5% | -62.6% | -9.4% |
| YTD | -7.8% | +31.2% | -39.0% | -12.7% |
| 1Y | -15.6% | +22.2% | -37.8% | -20.4% |
| All | -15.6% | +24.4% | -40.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling