-8.8%
MOS vs BR
-10.8%
+2.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.9% |
| 7D | +19.7% | +4.4% | +15.2% | +20.0% |
| 30D | +21.5% | +16.3% | +5.3% | +23.5% |
| 3M | -0.4% | +16.2% | -16.7% | +1.3% |
| 6M | +4.5% | +30.3% | -25.8% | +9.3% |
| YTD | -2.9% | -12.2% | +9.3% | -3.2% |
| All | -8.8% | -10.8% | +2.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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