-26.3%
MOS vs AUR
-54.5%
+28.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.1% |
| 7D | +24.8% | +6.6% | +18.3% | +24.1% |
| 30D | +22.7% | -22.0% | +44.6% | +24.6% |
| 3M | -1.2% | -34.8% | +33.6% | +1.4% |
| 6M | +5.5% | -35.7% | +41.3% | +8.1% |
| YTD | -2.0% | +18.5% | -20.4% | -4.3% |
| 1Y | -7.9% | +4.4% | -12.3% | -9.5% |
| 3Y | -25.0% | +150.7% | -175.7% | -34.9% |
| 5Y | -27.7% | -53.6% | +25.8% | -37.5% |
| All | -26.3% | -54.5% | +28.2% | -35.4% |
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