-27.2%
MOS vs AR
-27.2%
0.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +9.5% | +2.5% | +7.0% | +8.8% |
| 30D | +10.4% | +14.8% | -4.4% | +6.2% |
| 3M | +12.9% | +6.2% | +6.7% | +10.3% |
| 6M | +1.2% | +4.3% | -3.0% | -1.0% |
| YTD | +9.3% | +14.4% | -5.1% | +3.6% |
| 1Y | -18.0% | +21.3% | -39.3% | -24.0% |
| 3Y | -29.0% | +39.8% | -68.8% | -39.1% |
| 5Y | -9.6% | +142.1% | -151.7% | -35.0% |
| 10Y | +6.1% | +52.0% | -46.0% | -32.5% |
| All | -27.2% | -27.2% | 0.0% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling