-32.8%
MOS vs A
+15.4%
-48.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +21.6% | -0.1% | +21.7% | +21.5% |
| 30D | +12.0% | +3.4% | +8.6% | +10.6% |
| 3M | -3.9% | +23.8% | -27.7% | -10.5% |
| 6M | -3.3% | +49.0% | -52.3% | -15.6% |
| YTD | -4.6% | +29.4% | -34.0% | -13.2% |
| 1Y | -7.0% | +19.4% | -26.4% | -13.1% |
| 3Y | -24.4% | +66.2% | -90.6% | -39.0% |
| All | -32.8% | +15.4% | -48.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling