+0.6%
MOS vs BG
+100.9%
-100.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.4% |
| 7D | +5.5% | +3.4% | +2.1% | +3.1% |
| 30D | +21.0% | -3.8% | +24.7% | +24.1% |
| 3M | -0.5% | -9.6% | +9.1% | +6.1% |
| 6M | +6.6% | -19.5% | +26.1% | +21.5% |
| YTD | -2.8% | +14.6% | -17.4% | -13.0% |
| 1Y | -8.1% | +6.6% | -14.7% | -13.5% |
| 3Y | -25.6% | +4.7% | -30.3% | -32.2% |
| 5Y | -29.8% | +22.1% | -51.8% | -43.4% |
| 10Y | +0.6% | +109.2% | -108.6% | -53.4% |
| All | +0.6% | +100.9% | -100.4% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling