-2.3%
MOS vs ADVB
-97.4%
+95.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | +0.9% |
| 7D | +24.8% | -4.1% | +28.9% | +24.9% |
| 30D | +22.7% | -60.3% | +82.9% | +24.9% |
| 3M | -1.2% | -73.3% | +72.1% | +1.2% |
| 6M | +5.5% | -65.9% | +71.5% | +5.7% |
| YTD | -2.0% | -63.9% | +61.9% | -2.3% |
| 1Y | -7.9% | -74.1% | +66.2% | -7.8% |
| All | -2.3% | -97.4% | +95.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling