+134.2%
MOS vs A
+457.0%
-322.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +9.5% | -1.9% | +11.5% | +10.2% |
| 30D | +10.4% | +6.9% | +3.5% | +8.0% |
| 3M | +12.9% | +9.2% | +3.6% | +9.4% |
| 6M | +1.2% | +25.7% | -24.4% | -7.0% |
| YTD | +9.3% | +11.5% | -2.2% | +4.2% |
| 1Y | -18.0% | +18.4% | -36.3% | -23.8% |
| 3Y | -29.0% | +26.6% | -55.6% | -36.6% |
| 5Y | -9.6% | -12.8% | +3.2% | -10.3% |
| 10Y | +6.1% | +247.2% | -241.1% | -32.1% |
| All | +134.2% | +457.0% | -322.8% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling