-24.4%
MOS vs ALM
+825.4%
-849.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | +21.6% | -6.7% | +28.3% | +22.2% |
| 30D | +12.0% | -32.9% | +44.9% | +15.2% |
| 3M | -3.9% | -39.5% | +35.6% | -0.5% |
| 6M | -3.3% | -62.0% | +58.7% | +2.6% |
| YTD | -4.6% | -7.8% | +3.2% | -4.3% |
| 1Y | -7.0% | +26.7% | -33.7% | -8.4% |
| 3Y | -24.4% | +825.4% | -849.8% | -28.0% |
| All | -24.4% | +825.4% | -849.8% | -28.0% |
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