+13.9%
MOS vs BR
+1,465.0%
-1,451.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | +21.6% | +6.5% | +15.1% | +17.6% |
| 30D | +12.0% | +18.9% | -6.9% | +1.3% |
| 3M | -3.9% | +16.3% | -20.2% | -12.4% |
| 6M | -3.3% | +26.2% | -29.5% | -17.0% |
| YTD | -4.6% | -13.1% | +8.5% | -0.2% |
| 1Y | -7.0% | -10.5% | +3.5% | -4.3% |
| 3Y | -24.4% | +13.3% | -37.8% | -34.4% |
| 5Y | -32.1% | +19.9% | -52.0% | -44.5% |
| 10Y | +10.3% | +254.2% | -243.9% | -58.2% |
| All | +13.9% | +1,465.0% | -1,451.1% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling