-8.2%
MOS vs ADVB
-97.4%
+89.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -4.5% | +21.9% | +17.5% |
| 7D | +17.9% | -29.5% | +47.5% | +18.8% |
| 30D | +1.6% | -66.9% | +68.4% | +3.8% |
| 3M | -4.0% | -73.7% | +69.7% | -1.7% |
| 6M | -4.1% | -64.8% | +60.6% | -4.0% |
| YTD | -7.8% | -64.0% | +56.2% | -8.1% |
| 1Y | -15.6% | -77.0% | +61.4% | -15.3% |
| All | -8.2% | -97.4% | +89.2% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling