-34.4%
MOS vs BR
+18.8%
-53.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.0% | +1.1% | -3.0% | -2.3% |
| 30D | +15.3% | +14.4% | +0.9% | +10.7% |
| 3M | +1.5% | +12.4% | -10.9% | -2.2% |
| 6M | -2.0% | +35.4% | -37.4% | -11.5% |
| YTD | -6.5% | -12.2% | +5.6% | -1.4% |
| 1Y | -11.1% | -12.7% | +1.7% | -5.8% |
| 3Y | -30.3% | +14.3% | -44.5% | -36.7% |
| All | -34.4% | +18.8% | -53.2% | -42.3% |
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