-31.2%
MOS vs ALC
-10.7%
-20.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +19.7% | +2.1% | +17.6% | +19.1% |
| 30D | +21.5% | +17.2% | +4.3% | +15.9% |
| 3M | -0.4% | +4.6% | -5.1% | -1.8% |
| 6M | +4.5% | +20.1% | -15.6% | -1.6% |
| YTD | -2.9% | -4.2% | +1.3% | -2.5% |
| 1Y | -7.7% | +2.1% | -9.8% | -9.6% |
| 3Y | -25.6% | +4.5% | -30.1% | -28.7% |
| 5Y | -31.2% | -12.3% | -18.8% | -30.5% |
| All | -31.2% | -10.7% | -20.5% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling