-9.6%
MOS vs IT
-40.5%
+30.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +2.1% |
| 7D | +9.5% | -6.0% | +15.6% | +10.4% |
| 30D | +10.4% | 0.0% | +10.4% | +10.2% |
| 3M | +12.9% | +13.1% | -0.2% | +10.2% |
| 6M | +1.2% | +11.7% | -10.5% | -1.4% |
| YTD | +9.3% | -26.1% | +35.4% | +14.4% |
| 1Y | -18.0% | -21.3% | +3.3% | -15.7% |
| 3Y | -29.0% | -46.7% | +17.7% | -22.1% |
| All | -9.6% | -40.5% | +30.9% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling