-11.7%
MOS vs M
+28.8%
-40.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.2% | +4.2% |
| 7D | +22.5% | -2.1% | +24.6% | +22.6% |
| 30D | +6.6% | +7.7% | -1.1% | +5.8% |
| 3M | -3.8% | -4.4% | +0.6% | -3.5% |
| 6M | -2.2% | +27.5% | -29.7% | -4.6% |
| YTD | -4.8% | +12.8% | -17.5% | -3.7% |
| 1Y | -11.7% | +20.7% | -32.4% | -13.7% |
| All | -11.7% | +28.8% | -40.5% | -13.7% |
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 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