-29.8%
MOS vs AR
+98.1%
-127.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.3% |
| 7D | +5.5% | +2.1% | +3.4% | +4.7% |
| 30D | +21.0% | +4.5% | +16.4% | +18.3% |
| 3M | -0.5% | +1.0% | -1.5% | -1.7% |
| 6M | +6.6% | +4.4% | +2.2% | +3.0% |
| YTD | -2.8% | +10.9% | -13.7% | -9.1% |
| 1Y | -8.1% | +8.6% | -16.6% | -13.7% |
| 3Y | -25.6% | +48.5% | -74.1% | -42.3% |
| 5Y | -29.8% | +95.7% | -125.5% | -55.1% |
| All | -29.8% | +98.1% | -127.8% | -55.1% |
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