+0.6%
MOS vs ALM
+2,084.7%
-2,084.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +5.5% | -7.2% | +12.6% | +5.8% |
| 30D | +21.0% | -26.4% | +47.3% | +22.9% |
| 3M | -0.5% | -38.6% | +38.1% | +1.9% |
| 6M | +6.6% | -61.0% | +67.6% | +11.2% |
| YTD | -2.8% | -7.4% | +4.6% | -3.2% |
| 1Y | -8.1% | +14.0% | -22.0% | -9.6% |
| 3Y | -25.6% | +844.4% | -870.0% | -35.2% |
| 5Y | -29.8% | +410.8% | -440.6% | -38.1% |
| 10Y | +0.6% | +2,084.7% | -2,084.2% | -7.8% |
| All | +0.6% | +2,084.7% | -2,084.2% | -7.8% |
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