-7.0%
MOS vs A
+300.7%
-307.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.3% | -3.5% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | +13.5% | +0.8% | +12.6% | +12.8% |
| 3M | -2.9% | +16.9% | -19.8% | -10.2% |
| 6M | -1.0% | +53.8% | -54.8% | -20.4% |
| YTD | -7.2% | +28.1% | -35.3% | -19.2% |
| 1Y | -11.4% | +15.0% | -26.4% | -18.8% |
| 3Y | -29.0% | +63.1% | -92.1% | -48.0% |
| 5Y | -34.0% | +11.5% | -45.5% | -42.1% |
| All | -7.0% | +300.7% | -307.7% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling