-28.3%
MOS vs GEN
+58.9%
-87.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.8% |
| 7D | +9.5% | -1.2% | +10.7% | +9.7% |
| 30D | +10.4% | +10.1% | +0.3% | +8.1% |
| 3M | +12.9% | +16.1% | -3.2% | +9.2% |
| 6M | +1.2% | +38.9% | -37.6% | -6.2% |
| YTD | +9.3% | +14.4% | -5.1% | +7.1% |
| 1Y | -18.0% | +5.9% | -23.8% | -17.8% |
| All | -28.3% | +58.9% | -87.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling