-39.9%
MOS vs INDA
+115.1%
-155.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +12.9% | +3.9% | +8.9% | +10.1% |
| 6M | +1.2% | -0.7% | +2.0% | +1.4% |
| YTD | +9.3% | -7.7% | +17.0% | +14.4% |
| 1Y | -18.0% | -5.1% | -12.9% | -15.7% |
| 3Y | -29.0% | +13.6% | -42.7% | -35.6% |
| 5Y | -9.6% | +7.8% | -17.4% | -15.6% |
| 10Y | +6.1% | +84.6% | -78.6% | -29.5% |
| All | -39.9% | +115.1% | -155.1% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling