+30.6%
MOS vs BR
+1,321.0%
-1,290.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +3.3% |
| 7D | +9.5% | -5.3% | +14.8% | +12.8% |
| 30D | +10.4% | +6.4% | +4.0% | +6.3% |
| 3M | +12.9% | +13.6% | -0.8% | +3.8% |
| 6M | +1.2% | -6.7% | +7.9% | +3.0% |
| YTD | +9.3% | -21.1% | +30.4% | +21.4% |
| 1Y | -18.0% | -29.6% | +11.6% | -2.4% |
| 3Y | -29.0% | -2.4% | -26.7% | -32.4% |
| 5Y | -9.6% | +11.2% | -20.8% | -23.2% |
| 10Y | +6.1% | +191.8% | -185.7% | -54.5% |
| All | +30.6% | +1,321.0% | -1,290.4% | -84.2% |
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