-9.6%
MOS vs M
+27.3%
-36.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.0% |
| 7D | +9.5% | +4.7% | +4.8% | +8.7% |
| 30D | +10.4% | -9.6% | +20.1% | +12.3% |
| 3M | +12.9% | +0.9% | +12.0% | +12.4% |
| 6M | +1.2% | +22.3% | -21.0% | -3.0% |
| YTD | +9.3% | +6.5% | +2.8% | +7.1% |
| 1Y | -18.0% | +38.8% | -56.7% | -23.6% |
| 3Y | -29.0% | +115.9% | -144.9% | -42.9% |
| All | -9.6% | +27.3% | -36.9% | -24.0% |
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