-16.3%
MOS vs BG
+50.6%
-66.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.7% | +0.8% |
| 7D | +7.1% | +2.4% | +4.7% | +6.0% |
| 30D | +15.0% | +15.0% | 0.0% | +8.2% |
| 3M | +24.1% | -0.7% | +24.7% | +24.2% |
| 6M | +2.7% | +7.5% | -4.8% | -1.0% |
| YTD | +12.2% | +41.6% | -29.4% | +1.4% |
| 1Y | -16.3% | +50.7% | -66.9% | -23.7% |
| All | -16.3% | +50.6% | -66.9% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling