-7.0%
MOS vs ALM
+31.8%
-38.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +21.6% | -6.7% | +28.3% | +22.4% |
| 30D | +12.0% | -32.9% | +44.9% | +16.6% |
| 3M | -3.9% | -39.5% | +35.6% | +1.0% |
| 6M | -3.3% | -62.0% | +58.7% | +5.3% |
| YTD | -4.6% | -7.8% | +3.2% | +0.7% |
| 1Y | -7.0% | +26.7% | -33.7% | -0.2% |
| All | -7.0% | +31.8% | -38.8% | -0.2% |
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