-32.2%
MOS vs ALM
+390.7%
-422.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.8% | +4.0% |
| 7D | +22.5% | -14.5% | +37.0% | +23.8% |
| 30D | +6.6% | -39.0% | +45.7% | +10.4% |
| 3M | -3.8% | -40.3% | +36.5% | -0.5% |
| 6M | -2.2% | -60.3% | +58.1% | +3.2% |
| YTD | -4.8% | -9.8% | +5.0% | -4.9% |
| 1Y | -11.7% | +30.8% | -42.5% | -13.9% |
| 3Y | -26.5% | +772.4% | -798.9% | -37.9% |
| 5Y | -32.2% | +390.7% | -422.9% | -39.9% |
| All | -32.2% | +390.7% | -422.9% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling