-11.4%
MOS vs A
+16.3%
-27.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.3% | -4.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | +13.5% | +0.8% | +12.6% | +13.3% |
| 3M | -2.9% | +16.9% | -19.8% | -5.2% |
| 6M | -1.0% | +53.8% | -54.8% | -6.7% |
| YTD | -7.2% | +28.1% | -35.3% | -11.6% |
| 1Y | -11.4% | +15.0% | -26.4% | -15.0% |
| All | -11.4% | +16.3% | -27.7% | -15.0% |
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