-25.6%
MOS vs A
+67.3%
-93.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.0% |
| 7D | +19.7% | +4.8% | +14.9% | +18.1% |
| 30D | +21.5% | +5.6% | +15.9% | +19.6% |
| 3M | -0.4% | +23.6% | -24.0% | -6.4% |
| 6M | +4.5% | +56.4% | -51.8% | -8.5% |
| YTD | -2.9% | +33.4% | -36.3% | -11.1% |
| 1Y | -7.7% | +23.7% | -31.4% | -13.5% |
| 3Y | -25.6% | +71.0% | -96.6% | -37.9% |
| All | -25.6% | +67.3% | -93.0% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling