-34.4%
MOS vs ALM
+410.2%
-444.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | +15.3% | -19.3% | +34.6% | +17.0% |
| 3M | +1.5% | -40.6% | +42.1% | +5.0% |
| 6M | -2.0% | -57.9% | +55.9% | +3.1% |
| YTD | -6.5% | -6.7% | +0.2% | -6.9% |
| 1Y | -11.1% | +20.2% | -31.2% | -12.9% |
| 3Y | -30.3% | +879.4% | -909.7% | -41.4% |
| All | -34.4% | +410.2% | -444.6% | -42.0% |
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 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