+7.6%
MOS vs AR
+44.3%
-36.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +21.6% | -14.3% | +35.8% | +26.6% |
| 30D | +12.0% | +1.4% | +10.5% | +10.9% |
| 3M | -3.9% | +3.4% | -7.3% | -5.5% |
| 6M | -3.3% | -2.1% | -1.3% | -4.2% |
| YTD | -4.6% | +4.7% | -9.3% | -8.1% |
| 1Y | -7.0% | +10.6% | -17.6% | -12.0% |
| 3Y | -24.4% | +24.6% | -49.0% | -33.7% |
| 5Y | -32.1% | +71.9% | -104.0% | -47.1% |
| All | +7.6% | +44.3% | -36.7% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling