-32.8%
MOS vs BR
+19.3%
-52.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +21.6% | +6.5% | +15.1% | +19.5% |
| 30D | +12.0% | +18.9% | -6.9% | +6.3% |
| 3M | -3.9% | +16.3% | -20.2% | -8.4% |
| 6M | -3.3% | +26.2% | -29.5% | -10.6% |
| YTD | -4.6% | -13.1% | +8.5% | +0.9% |
| 1Y | -7.0% | -10.5% | +3.5% | -2.9% |
| 3Y | -24.4% | +13.3% | -37.8% | -31.2% |
| All | -32.8% | +19.3% | -52.1% | -41.8% |
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 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