-11.7%
MOS vs AS
0.0%
-11.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.7% |
| 7D | +22.5% | +7.1% | +15.4% | +21.5% |
| 30D | +6.6% | +12.8% | -6.2% | +5.1% |
| 3M | -3.8% | -14.7% | +10.9% | -0.9% |
| 6M | -2.2% | -9.9% | +7.7% | -0.4% |
| YTD | -4.8% | -16.1% | +11.4% | -3.2% |
| 1Y | -11.7% | +0.2% | -11.9% | -12.1% |
| All | -11.7% | 0.0% | -11.7% | -12.1% |
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