-7.0%
MOS vs ADVB
-77.7%
+70.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.1% |
| 7D | +21.6% | -13.9% | +35.5% | +21.9% |
| 30D | +12.0% | -68.1% | +80.1% | +14.8% |
| 3M | -3.9% | -73.4% | +69.5% | -1.3% |
| 6M | -3.3% | -70.8% | +67.5% | -3.3% |
| YTD | -4.6% | -66.1% | +61.4% | -4.5% |
| 1Y | -7.0% | -77.5% | +70.5% | -6.9% |
| All | -7.0% | -77.7% | +70.7% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling