-15.6%
MOS vs IT
-17.9%
+2.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.5% | +15.9% | +17.4% |
| 7D | +17.9% | -5.5% | +23.4% | +18.0% |
| 30D | +1.6% | +10.3% | -8.8% | +1.7% |
| 3M | -4.0% | +11.5% | -15.5% | -3.8% |
| 6M | -4.1% | +40.3% | -44.4% | -3.6% |
| YTD | -7.8% | -17.9% | +10.1% | -8.0% |
| 1Y | -15.6% | -8.8% | -6.8% | -19.0% |
| All | -15.6% | -17.9% | +2.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling