+7.5%
MOS vs CAPR
-69.9%
+77.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +3.3% |
| 7D | +22.5% | +29.7% | -7.2% | +21.9% |
| 30D | +6.6% | +11.0% | -4.3% | +6.4% |
| 3M | -3.8% | +118.8% | -122.6% | -5.6% |
| 6M | -2.2% | -73.9% | +71.7% | -1.2% |
| YTD | -4.8% | -70.2% | +65.4% | -4.1% |
| 1Y | -11.7% | +38.3% | -50.0% | -17.4% |
| 3Y | -26.5% | +199.7% | -226.2% | -35.9% |
| 5Y | -32.2% | +130.6% | -162.8% | -41.4% |
| All | +7.5% | -69.9% | +77.4% | -11.5% |
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