-18.0%
MOS vs AS
-21.9%
+3.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.7% |
| 7D | +9.5% | -4.9% | +14.4% | +10.5% |
| 30D | +10.4% | -19.6% | +30.0% | +15.2% |
| 3M | +12.9% | -14.4% | +27.3% | +16.1% |
| 6M | +1.2% | -20.1% | +21.4% | +4.5% |
| YTD | +9.3% | -20.9% | +30.2% | +12.8% |
| 1Y | -18.0% | -21.9% | +3.9% | -15.0% |
| All | -18.0% | -21.9% | +3.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling