-32.8%
MOS vs AU
+465.1%
-497.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.9% |
| 7D | +21.6% | +16.5% | +5.0% | +18.0% |
| 30D | +12.0% | +3.3% | +8.7% | +11.1% |
| 3M | -3.9% | +6.8% | -10.7% | -5.5% |
| 6M | -3.3% | -3.9% | +0.6% | -3.6% |
| YTD | -4.6% | +12.9% | -17.6% | -8.6% |
| 1Y | -7.0% | +43.5% | -50.5% | -14.9% |
| 3Y | -24.4% | +445.5% | -470.0% | -49.1% |
| All | -32.8% | +465.1% | -497.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling