-31.2%
MOS vs A
+16.0%
-47.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.9% |
| 7D | +19.7% | +4.8% | +14.9% | +17.9% |
| 30D | +21.5% | +5.6% | +15.9% | +19.3% |
| 3M | -0.4% | +23.6% | -24.0% | -7.2% |
| 6M | +4.5% | +56.4% | -51.8% | -10.2% |
| YTD | -2.9% | +33.4% | -36.3% | -12.4% |
| 1Y | -7.7% | +23.7% | -31.4% | -14.7% |
| 3Y | -25.6% | +71.0% | -96.6% | -40.5% |
| 5Y | -31.2% | +16.8% | -48.0% | -39.3% |
| All | -31.2% | +16.0% | -47.2% | -39.3% |
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 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