-32.8%
MOS vs INDA
+8.0%
-40.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | +21.6% | +6.6% | +14.9% | +17.4% |
| 30D | +12.0% | +10.4% | +1.6% | +6.0% |
| 3M | -3.9% | +1.5% | -5.4% | -4.7% |
| 6M | -3.3% | +1.7% | -5.0% | -4.3% |
| YTD | -4.6% | -5.8% | +1.2% | -1.8% |
| 1Y | -7.0% | -5.1% | -1.9% | -4.7% |
| 3Y | -24.4% | +16.0% | -40.4% | -32.6% |
| All | -32.8% | +8.0% | -40.8% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling