-15.6%
MOS vs AU
+42.5%
-58.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +8.0% | +9.4% | +15.3% |
| 7D | +17.9% | +0.8% | +17.2% | +17.6% |
| 30D | +1.6% | -7.0% | +8.5% | +3.1% |
| 3M | -4.0% | +8.5% | -12.5% | -6.1% |
| 6M | -4.1% | -1.3% | -2.8% | -5.4% |
| YTD | -7.8% | +6.8% | -14.6% | -9.4% |
| 1Y | -15.6% | +44.6% | -60.2% | -18.3% |
| All | -15.6% | +42.5% | -58.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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