-34.4%
MOS vs INDA
+8.7%
-43.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | +15.3% | +9.4% | +5.9% | +9.8% |
| 3M | +1.5% | +2.9% | -1.4% | -0.1% |
| 6M | -2.0% | +7.2% | -9.2% | -5.8% |
| YTD | -6.5% | -4.8% | -1.7% | -4.3% |
| 1Y | -11.1% | -5.1% | -6.0% | -8.8% |
| 3Y | -30.3% | +16.7% | -46.9% | -37.9% |
| All | -34.4% | +8.7% | -43.1% | -38.7% |
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