-4.1%
MOS vs ADVB
-65.8%
+61.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -4.5% | +21.9% | +17.5% |
| 7D | +17.9% | -29.5% | +47.5% | +19.1% |
| 30D | +1.6% | -66.9% | +68.4% | +4.8% |
| 3M | -4.0% | -73.7% | +69.7% | -0.6% |
| 6M | -4.1% | -64.8% | +60.6% | -6.0% |
| All | -4.1% | -65.8% | +61.7% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling