-7.0%
MOS vs ALM
+1,942.8%
-1,949.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -4.2% |
| 7D | -2.6% | -4.0% | +1.5% | -2.4% |
| 30D | +13.5% | -30.5% | +44.0% | +15.6% |
| 3M | -2.9% | -46.9% | +44.0% | +0.3% |
| 6M | -1.0% | -65.5% | +64.5% | +3.9% |
| YTD | -7.2% | -13.4% | +6.2% | -7.3% |
| 1Y | -11.4% | +9.8% | -21.2% | -12.6% |
| 3Y | -29.0% | +783.1% | -812.1% | -37.9% |
| 5Y | -34.0% | +378.3% | -412.3% | -41.6% |
| All | -7.0% | +1,942.8% | -1,949.9% | -14.5% |
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