+40.3%
MOS vs AU
+714.1%
-673.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.9% | -5.0% | +0.5% |
| 7D | +19.7% | +20.8% | -1.1% | +15.3% |
| 30D | +21.5% | +5.5% | +16.0% | +20.2% |
| 3M | -0.4% | +3.9% | -4.3% | -1.4% |
| 6M | +4.5% | -5.4% | +10.0% | +4.7% |
| YTD | -2.9% | +20.7% | -23.6% | -8.3% |
| 1Y | -7.7% | +49.8% | -57.5% | -16.9% |
| 3Y | -25.6% | +565.6% | -591.3% | -52.3% |
| 5Y | -31.2% | +500.4% | -531.5% | -56.6% |
| 10Y | +2.8% | +795.4% | -792.6% | -48.1% |
| All | +40.3% | +714.1% | -673.8% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling