-9.6%
MOS vs BR
+11.2%
-20.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.4% |
| 7D | +9.5% | -5.3% | +14.8% | +11.2% |
| 30D | +10.4% | +6.4% | +4.0% | +8.3% |
| 3M | +12.9% | +13.6% | -0.8% | +8.4% |
| 6M | +1.2% | -6.7% | +7.9% | +3.1% |
| YTD | +9.3% | -21.1% | +30.4% | +18.6% |
| 1Y | -18.0% | -29.6% | +11.6% | -6.6% |
| 3Y | -29.0% | -2.4% | -26.7% | -31.2% |
| All | -9.6% | +11.2% | -20.7% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling