-41.9%
MOS vs ALM
+7,705.7%
-7,747.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +9.5% | -2.6% | +12.1% | +9.5% |
| 30D | +10.4% | +32.0% | -21.6% | +10.4% |
| 3M | +12.9% | -15.0% | +27.9% | +12.9% |
| 6M | +1.2% | -10.1% | +11.4% | +1.2% |
| YTD | +9.3% | +99.4% | -90.1% | +9.3% |
| 1Y | -18.0% | +316.4% | -334.3% | -18.0% |
| 3Y | -29.0% | +2,022.0% | -2,051.0% | -29.0% |
| 5Y | -9.6% | +941.2% | -950.8% | -9.6% |
| 10Y | +6.1% | +2,950.3% | -2,944.3% | +6.6% |
| All | -41.9% | +7,705.7% | -7,747.6% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling