-3.3%
MOS vs AU
-3.0%
-0.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -1.5% |
| 7D | +21.6% | +16.5% | +5.0% | +16.2% |
| 30D | +12.0% | +3.3% | +8.7% | +9.9% |
| 3M | -3.9% | +6.8% | -10.7% | -6.1% |
| 6M | -3.3% | -3.9% | +0.6% | -7.0% |
| All | -3.3% | -3.0% | -0.3% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling