-8.8%
MOS vs M
+25.7%
-34.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | +0.6% |
| 7D | +19.7% | +2.5% | +17.1% | +19.0% |
| 30D | +21.5% | +10.1% | +11.4% | +20.0% |
| 3M | -0.4% | -0.9% | +0.5% | -0.7% |
| 6M | +4.5% | +30.2% | -25.6% | +1.8% |
| YTD | -2.9% | +16.3% | -19.2% | -2.1% |
| All | -8.8% | +25.7% | -34.5% | -10.6% |
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