-4.0%
MOS vs ALC
+9.1%
-13.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.8% | +10.5% | +13.4% |
| 7D | +17.9% | +10.7% | +7.2% | +14.3% |
| 30D | +1.6% | +20.2% | -18.6% | -1.4% |
| 3M | -4.0% | +8.9% | -12.9% | -5.9% |
| All | -4.0% | +9.1% | -13.1% | -5.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling