+7.6%
MOS vs M
-4.2%
+11.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.3% |
| 7D | +21.6% | -4.3% | +25.9% | +23.0% |
| 30D | +12.0% | +1.3% | +10.7% | +11.6% |
| 3M | -3.9% | -7.4% | +3.5% | -2.4% |
| 6M | -3.3% | +18.3% | -21.7% | -8.3% |
| YTD | -4.6% | +7.6% | -12.2% | -8.1% |
| 1Y | -7.0% | +17.4% | -24.4% | -12.5% |
| 3Y | -24.4% | +108.4% | -132.8% | -43.3% |
| 5Y | -32.1% | -10.6% | -21.5% | -39.8% |
| All | +7.6% | -4.2% | +11.8% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling