-3.3%
MOS vs IT
+27.7%
-31.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.2% |
| 7D | +21.6% | -16.9% | +38.5% | +21.9% |
| 30D | +12.0% | +2.3% | +9.6% | +12.0% |
| 3M | -3.9% | +2.9% | -6.7% | -3.9% |
| 6M | -3.3% | +25.9% | -29.2% | -4.3% |
| All | -3.3% | +27.7% | -31.0% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling