-27.7%
MOS vs M
+0.1%
-27.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | +24.8% | +5.0% | +19.8% | +23.7% |
| 30D | +22.7% | +10.6% | +12.0% | +20.4% |
| 3M | -1.2% | +1.6% | -2.8% | -1.7% |
| 6M | +5.5% | +30.8% | -25.3% | 0.0% |
| YTD | -2.0% | +16.9% | -18.9% | -5.7% |
| 1Y | -7.9% | +26.3% | -34.2% | -12.8% |
| 3Y | -25.0% | +158.6% | -183.6% | -41.8% |
| 5Y | -27.7% | +2.1% | -29.8% | -35.7% |
| All | -27.7% | +0.1% | -27.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling