-28.3%
MOS vs BEN
+52.7%
-81.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.5% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | +10.4% | -0.5% | +11.0% | +10.5% |
| 3M | +12.9% | +9.7% | +3.2% | +9.7% |
| 6M | +1.2% | +33.9% | -32.7% | -7.4% |
| YTD | +9.3% | +49.0% | -39.7% | -3.9% |
| 1Y | -18.0% | +42.1% | -60.1% | -26.8% |
| All | -28.3% | +52.7% | -81.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling