-1.6%
MOS vs CAPR
-68.2%
+66.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.9% | +10.9% | +1.1% |
| 7D | +24.8% | +7.6% | +17.2% | +24.6% |
| 30D | +22.7% | +13.3% | +9.4% | +22.3% |
| 3M | -1.2% | +130.4% | -131.6% | -3.2% |
| 6M | +5.5% | -70.8% | +76.3% | +6.4% |
| YTD | -2.0% | -69.3% | +67.3% | -1.4% |
| 1Y | -7.9% | +59.5% | -67.5% | -14.2% |
| 3Y | -25.0% | +216.8% | -241.8% | -34.6% |
| 5Y | -27.7% | +152.7% | -180.4% | -37.7% |
| 10Y | -1.6% | -68.2% | +66.7% | -18.3% |
| All | -1.6% | -68.2% | +66.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling