-5.2%
MOS vs ALC
+31.8%
-37.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | +21.6% | +4.9% | +16.7% | +19.6% |
| 30D | +12.0% | +19.0% | -7.0% | +4.3% |
| 3M | -3.9% | +7.8% | -11.6% | -6.9% |
| 6M | -3.3% | +14.6% | -17.9% | -9.1% |
| YTD | -4.6% | -4.4% | -0.2% | -4.2% |
| 1Y | -7.0% | +1.4% | -8.4% | -9.3% |
| 3Y | -24.4% | +2.5% | -26.9% | -28.6% |
| 5Y | -32.1% | -10.9% | -21.2% | -33.0% |
| All | -5.2% | +31.8% | -37.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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