+104.0%
MOS vs A
+535.2%
-431.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +4.3% |
| 7D | +22.5% | -5.2% | +27.7% | +24.5% |
| 30D | +6.6% | +1.4% | +5.2% | +6.0% |
| 3M | -3.8% | +21.9% | -25.7% | -10.3% |
| 6M | -2.2% | +46.7% | -48.9% | -14.7% |
| YTD | -4.8% | +27.2% | -32.0% | -13.4% |
| 1Y | -11.7% | +17.9% | -29.6% | -17.9% |
| 3Y | -26.5% | +61.1% | -87.6% | -39.5% |
| 5Y | -32.2% | +13.8% | -46.0% | -38.5% |
| 10Y | +10.2% | +318.8% | -308.6% | -33.8% |
| All | +104.0% | +535.2% | -431.2% | -23.9% |
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 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