-15.6%
MOS vs ALM
+44.8%
-60.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.2% | +16.2% | +17.2% |
| 7D | +17.9% | -6.4% | +24.3% | +18.8% |
| 30D | +1.6% | -35.0% | +36.5% | +6.1% |
| 3M | -4.0% | -33.8% | +29.8% | -0.1% |
| 6M | -4.1% | -55.0% | +50.9% | +2.5% |
| YTD | -7.8% | -0.2% | -7.6% | -2.8% |
| 1Y | -15.6% | +41.8% | -57.4% | -8.7% |
| All | -15.6% | +44.8% | -60.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling