+125.8%
MOS vs IT
+6,105.9%
-5,980.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +2.5% |
| 7D | +9.5% | -6.0% | +15.6% | +11.0% |
| 30D | +10.4% | 0.0% | +10.4% | +10.1% |
| 3M | +12.9% | +13.1% | -0.2% | +7.8% |
| 6M | +1.2% | +11.7% | -10.5% | -4.1% |
| YTD | +9.3% | -26.1% | +35.4% | +13.5% |
| 1Y | -18.0% | -21.3% | +3.3% | -16.7% |
| 3Y | -29.0% | -46.7% | +17.7% | -22.5% |
| 5Y | -9.6% | -40.5% | +30.9% | -5.5% |
| 10Y | +6.1% | +103.9% | -97.8% | -20.6% |
| All | +125.8% | +6,105.9% | -5,980.1% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling