-3.3%
MOS vs ALC
+27.5%
-30.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | +0.1% |
| 7D | +5.5% | -6.3% | +11.7% | +8.3% |
| 30D | +21.0% | +12.6% | +8.4% | +15.3% |
| 3M | -0.5% | -3.8% | +3.4% | +1.1% |
| 6M | +6.6% | +16.8% | -10.2% | -0.7% |
| YTD | -2.8% | -7.6% | +4.8% | -0.9% |
| 1Y | -8.1% | -5.9% | -2.2% | -7.3% |
| 3Y | -25.6% | +0.6% | -26.2% | -29.3% |
| 5Y | -29.8% | -9.5% | -20.3% | -31.7% |
| All | -3.3% | +27.5% | -30.8% | -29.0% |
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