+165.8%
MOS vs BG
+928.0%
-762.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.2% |
| 7D | +21.6% | +2.5% | +19.0% | +19.8% |
| 30D | +12.0% | -6.1% | +18.0% | +16.4% |
| 3M | -3.9% | -8.5% | +4.6% | +1.2% |
| 6M | -3.3% | -20.4% | +17.1% | +9.7% |
| YTD | -4.6% | +13.3% | -17.9% | -12.8% |
| 1Y | -7.0% | +7.3% | -14.2% | -12.0% |
| 3Y | -24.4% | +2.6% | -27.0% | -29.3% |
| 5Y | -32.1% | +22.0% | -54.1% | -43.0% |
| 10Y | +10.3% | +91.8% | -81.4% | -32.4% |
| All | +165.8% | +928.0% | -762.2% | +20.5% |
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