-7.9%
MOS vs BEN
+72.3%
-80.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +24.8% | +12.1% | +12.7% | +22.8% |
| 30D | +22.7% | +13.4% | +9.3% | +20.6% |
| 3M | -1.2% | +9.4% | -10.6% | -2.7% |
| 6M | +5.5% | +19.3% | -13.7% | +3.4% |
| YTD | -2.0% | +57.3% | -59.2% | -7.3% |
| 1Y | -7.9% | +69.1% | -77.1% | -15.6% |
| All | -7.9% | +72.3% | -80.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling