-24.5%
MOS vs M
+110.5%
-135.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.2% | +4.0% |
| 7D | +22.5% | -2.1% | +24.6% | +22.8% |
| 30D | +6.6% | +7.7% | -1.1% | +5.7% |
| 3M | -3.8% | -4.4% | +0.6% | -3.4% |
| 6M | -2.2% | +27.5% | -29.7% | -5.1% |
| YTD | -4.8% | +12.8% | -17.5% | -6.4% |
| 1Y | -11.7% | +20.7% | -32.4% | -14.0% |
| All | -24.5% | +110.5% | -135.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling