-32.2%
MOS vs AR
+75.2%
-107.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.2% |
| 7D | +22.5% | -11.7% | +34.2% | +27.1% |
| 30D | +6.6% | +1.8% | +4.8% | +5.1% |
| 3M | -3.8% | +6.0% | -9.8% | -6.7% |
| 6M | -2.2% | -7.0% | +4.8% | -1.6% |
| YTD | -4.8% | +5.6% | -10.3% | -9.5% |
| 1Y | -11.7% | +10.8% | -22.5% | -18.0% |
| 3Y | -26.5% | +19.3% | -45.8% | -37.6% |
| 5Y | -32.2% | +73.3% | -105.5% | -55.2% |
| All | -32.2% | +75.2% | -107.4% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling