-34.4%
MOS vs BEN
+28.2%
-62.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.0% | +6.8% | -8.8% | -4.1% |
| 30D | +15.3% | +18.0% | -2.7% | +9.2% |
| 3M | +1.5% | +7.5% | -6.0% | -1.1% |
| 6M | -2.0% | +14.7% | -16.7% | -6.8% |
| YTD | -6.5% | +56.1% | -62.6% | -20.8% |
| 1Y | -11.1% | +69.6% | -80.6% | -26.9% |
| 3Y | -30.3% | +87.7% | -117.9% | -46.5% |
| All | -34.4% | +28.2% | -62.6% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling