-32.2%
MOS vs ALC
-8.7%
-23.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.6% |
| 7D | +22.5% | +7.6% | +14.9% | +20.0% |
| 30D | +6.6% | +21.1% | -14.5% | +0.6% |
| 3M | -3.8% | +8.5% | -12.3% | -6.2% |
| 6M | -2.2% | +2.8% | -5.0% | -3.6% |
| YTD | -4.8% | -2.4% | -2.4% | -5.0% |
| 1Y | -11.7% | +3.5% | -15.2% | -13.9% |
| 3Y | -26.5% | +4.2% | -30.7% | -29.4% |
| 5Y | -32.2% | -9.0% | -23.2% | -33.4% |
| All | -32.2% | -8.7% | -23.5% | -33.4% |
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