-6.3%
MOS vs ALM
+2,100.8%
-2,107.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | +15.3% | -19.3% | +34.6% | +16.6% |
| 3M | +1.5% | -40.6% | +42.1% | +4.1% |
| 6M | -2.0% | -57.9% | +55.9% | +1.9% |
| YTD | -6.5% | -6.7% | +0.2% | -7.0% |
| 1Y | -11.1% | +20.2% | -31.2% | -12.8% |
| 3Y | -30.3% | +879.4% | -909.7% | -39.4% |
| 5Y | -33.5% | +415.3% | -448.8% | -41.4% |
| All | -6.3% | +2,100.8% | -2,107.1% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling