-1.6%
MOS vs A
+312.5%
-314.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.5% |
| 7D | +24.8% | +1.4% | +23.4% | +24.0% |
| 30D | +22.7% | +4.3% | +18.4% | +20.1% |
| 3M | -1.2% | +19.8% | -21.0% | -9.7% |
| 6M | +5.5% | +54.4% | -48.8% | -15.2% |
| YTD | -2.0% | +31.7% | -33.7% | -15.7% |
| 1Y | -7.9% | +22.4% | -30.4% | -18.2% |
| 3Y | -25.0% | +67.7% | -92.7% | -45.7% |
| 5Y | -27.7% | +15.7% | -43.5% | -37.8% |
| 10Y | -1.6% | +308.7% | -310.3% | -58.3% |
| All | -1.6% | +312.5% | -314.0% | -58.3% |
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