-27.5%
MOS vs INDA
+17.1%
-44.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +5.5% | +3.1% | +2.3% | +3.7% |
| 30D | +21.0% | +11.3% | +9.7% | +14.7% |
| 3M | -0.5% | +3.0% | -3.5% | -2.1% |
| 6M | +6.6% | +6.5% | 0.0% | +3.0% |
| YTD | -2.8% | -4.6% | +1.8% | -1.2% |
| 1Y | -8.1% | -5.8% | -2.3% | -6.0% |
| All | -27.5% | +17.1% | -44.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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