-30.3%
MOS vs BG
+6.5%
-36.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.1% |
| 7D | -2.0% | +2.6% | -4.5% | -3.2% |
| 30D | +15.3% | -6.7% | +22.0% | +19.0% |
| 3M | +1.5% | -9.3% | +10.8% | +6.0% |
| 6M | -2.0% | -18.3% | +16.4% | +6.8% |
| YTD | -6.5% | +16.2% | -22.7% | -12.4% |
| 1Y | -11.1% | +7.6% | -18.6% | -14.0% |
| 3Y | -30.3% | +6.6% | -36.8% | -30.6% |
| All | -30.3% | +6.5% | -36.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling