-29.7%
MOS vs AUR
-57.9%
+28.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.0% |
| 7D | -2.0% | -4.5% | +2.6% | -1.7% |
| 30D | +15.3% | -16.6% | +31.9% | +16.6% |
| 3M | +1.5% | -38.5% | +39.9% | +4.6% |
| 6M | -2.0% | -49.9% | +47.9% | +2.2% |
| YTD | -6.5% | +9.6% | -16.2% | -8.3% |
| 1Y | -11.1% | +1.2% | -12.3% | -12.3% |
| 3Y | -30.3% | +128.8% | -159.1% | -39.1% |
| 5Y | -33.5% | -57.9% | +24.4% | -42.0% |
| All | -29.7% | -57.9% | +28.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling