-32.8%
MOS vs BEN
+19.4%
-52.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -1.4% |
| 7D | +21.6% | +6.6% | +15.0% | +19.1% |
| 30D | +12.0% | +3.8% | +8.1% | +10.5% |
| 3M | -3.9% | +0.2% | -4.1% | -4.2% |
| 6M | -3.3% | +10.4% | -13.8% | -7.0% |
| YTD | -4.6% | +46.2% | -50.8% | -17.5% |
| 1Y | -7.0% | +52.3% | -59.2% | -20.8% |
| 3Y | -24.4% | +65.9% | -90.4% | -39.5% |
| All | -32.8% | +19.4% | -52.2% | -37.0% |
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