-16.6%
MOS vs AUR
-35.0%
+18.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.7% | +11.1% | -9.4% | +0.9% |
| 30D | +11.7% | -6.9% | +18.6% | +12.1% |
| 3M | +23.2% | +5.5% | +17.6% | +22.3% |
| 6M | -1.6% | +41.0% | -42.6% | -4.8% |
| YTD | +10.8% | +69.3% | -58.4% | +5.7% |
| 1Y | -16.2% | +14.0% | -30.3% | -18.1% |
| 3Y | -24.2% | +90.1% | -114.3% | -32.9% |
| 5Y | -6.6% | -34.4% | +27.8% | -19.0% |
| All | -16.6% | -35.0% | +18.4% | -28.6% |
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