-6.3%
MOS vs BG
+111.0%
-117.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.4% |
| 7D | -2.0% | +2.6% | -4.5% | -3.7% |
| 30D | +15.3% | -6.7% | +22.0% | +20.8% |
| 3M | +1.5% | -9.3% | +10.8% | +8.0% |
| 6M | -2.0% | -18.3% | +16.4% | +10.6% |
| YTD | -6.5% | +16.2% | -22.7% | -17.1% |
| 1Y | -11.1% | +7.6% | -18.6% | -16.8% |
| 3Y | -30.3% | +6.6% | -36.8% | -37.2% |
| 5Y | -33.5% | +22.2% | -55.7% | -46.4% |
| All | -6.3% | +111.0% | -117.3% | -55.9% |
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