+51.8%
MOS vs CAPR
-99.1%
+150.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +9.5% | -2.0% | +11.5% | +9.6% |
| 30D | +10.4% | +139.2% | -128.8% | +8.9% |
| 3M | +12.9% | -66.4% | +79.3% | +13.4% |
| 6M | +1.2% | -63.1% | +64.4% | +1.6% |
| YTD | +9.3% | -67.4% | +76.7% | +9.8% |
| 1Y | -18.0% | +58.2% | -76.2% | -21.8% |
| 3Y | -29.0% | +42.2% | -71.2% | -33.8% |
| 5Y | -9.6% | +87.3% | -96.8% | -16.7% |
| 10Y | +6.1% | -75.3% | +81.3% | -6.0% |
| All | +51.8% | -99.1% | +150.9% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling