-28.3%
MOS vs AUR
-55.9%
+27.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.3% | -0.5% |
| 7D | +21.6% | +1.1% | +20.4% | +21.4% |
| 30D | +12.0% | -22.9% | +34.9% | +13.8% |
| 3M | -3.9% | -35.0% | +31.1% | -1.3% |
| 6M | -3.3% | -39.3% | +36.0% | -0.6% |
| YTD | -4.6% | +14.8% | -19.5% | -6.7% |
| 1Y | -7.0% | +4.3% | -11.2% | -8.5% |
| 3Y | -24.4% | +125.0% | -149.4% | -33.9% |
| 5Y | -32.1% | -55.9% | +23.7% | -41.0% |
| All | -28.3% | -55.9% | +27.6% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling