-9.6%
MOS vs INDA
+8.8%
-18.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +0.7% | +8.8% | +9.1% |
| 30D | +10.4% | -0.8% | +11.2% | +10.9% |
| 3M | +12.9% | +3.9% | +8.9% | +10.4% |
| 6M | +1.2% | -0.7% | +2.0% | +1.3% |
| YTD | +9.3% | -7.7% | +17.0% | +14.0% |
| 1Y | -18.0% | -5.1% | -12.9% | -15.9% |
| 3Y | -29.0% | +13.6% | -42.7% | -36.2% |
| All | -9.6% | +8.8% | -18.4% | -15.9% |
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