-28.3%
MOS vs BR
-2.4%
-25.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.0% |
| 7D | +9.5% | -5.3% | +14.8% | +10.5% |
| 30D | +10.4% | +6.4% | +4.0% | +9.2% |
| 3M | +12.9% | +13.6% | -0.8% | +10.5% |
| 6M | +1.2% | -6.7% | +7.9% | +3.0% |
| YTD | +9.3% | -21.1% | +30.4% | +18.3% |
| 1Y | -18.0% | -29.6% | +11.6% | -6.9% |
| All | -28.3% | -2.4% | -25.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling