+7.6%
MOS vs A
+319.7%
-312.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | +21.6% | -0.1% | +21.7% | +21.5% |
| 30D | +12.0% | +3.4% | +8.6% | +10.0% |
| 3M | -3.9% | +23.8% | -27.7% | -13.5% |
| 6M | -3.3% | +49.0% | -52.3% | -21.1% |
| YTD | -4.6% | +29.4% | -34.0% | -17.4% |
| 1Y | -7.0% | +19.4% | -26.4% | -16.3% |
| 3Y | -24.4% | +66.2% | -90.6% | -45.3% |
| 5Y | -32.1% | +15.8% | -47.9% | -41.8% |
| All | +7.6% | +319.7% | -312.1% | -55.2% |
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