-28.3%
MOS vs ALM
+2,063.1%
-2,091.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +9.5% | -2.6% | +12.1% | +9.7% |
| 30D | +10.4% | +32.0% | -21.6% | +8.2% |
| 3M | +12.9% | -15.0% | +27.9% | +13.3% |
| 6M | +1.2% | -10.1% | +11.4% | +0.6% |
| YTD | +9.3% | +99.4% | -90.1% | +3.7% |
| 1Y | -18.0% | +316.4% | -334.3% | -26.1% |
| All | -28.3% | +2,063.1% | -2,091.4% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling