-23.6%
MOS vs AS
+139.2%
-162.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +5.1% | +12.3% | +16.6% |
| 7D | +17.9% | +13.8% | +4.2% | +15.8% |
| 30D | +1.6% | +16.7% | -15.1% | -0.7% |
| 3M | -4.0% | -11.5% | +7.5% | -2.3% |
| 6M | -4.1% | -5.5% | +1.4% | -3.5% |
| YTD | -7.8% | -14.2% | +6.4% | -6.3% |
| 1Y | -15.6% | +2.1% | -17.6% | -16.6% |
| All | -23.6% | +139.2% | -162.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling