+204.7%
MOS vs BG
+1,131.5%
-926.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.1% |
| 7D | +9.5% | +2.8% | +6.7% | +7.7% |
| 30D | +10.4% | +12.0% | -1.6% | +2.6% |
| 3M | +12.9% | -7.7% | +20.6% | +17.4% |
| 6M | +1.2% | +4.5% | -3.3% | -2.7% |
| YTD | +9.3% | +35.7% | -26.4% | -10.5% |
| 1Y | -18.0% | +50.1% | -68.1% | -37.8% |
| 3Y | -29.0% | +12.6% | -41.6% | -37.3% |
| 5Y | -9.6% | +75.4% | -85.0% | -39.3% |
| 10Y | +6.1% | +150.5% | -144.4% | -45.0% |
| All | +204.7% | +1,131.5% | -926.7% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling