-9.4%
MOS vs AS
+120.4%
-129.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.9% |
| 7D | +9.5% | -4.9% | +14.4% | +10.3% |
| 30D | +10.4% | -19.6% | +30.0% | +14.0% |
| 3M | +12.9% | -14.4% | +27.3% | +15.4% |
| 6M | +1.2% | -20.1% | +21.4% | +4.2% |
| YTD | +9.3% | -20.9% | +30.2% | +12.5% |
| 1Y | -18.0% | -21.9% | +3.9% | -15.8% |
| All | -9.4% | +120.4% | -129.7% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling