-15.6%
MOS vs M
+36.6%
-52.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +7.6% | +9.8% | +16.1% |
| 7D | +17.9% | +8.3% | +9.7% | +16.6% |
| 30D | +1.6% | +14.2% | -12.6% | 0.0% |
| 3M | -4.0% | -1.1% | -2.9% | -4.3% |
| 6M | -4.1% | +36.6% | -40.7% | -7.0% |
| YTD | -7.8% | +19.8% | -27.6% | -7.6% |
| 1Y | -15.6% | +37.2% | -52.8% | -19.6% |
| All | -15.6% | +36.6% | -52.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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