+13.1%
MOS vs M
+425.5%
-412.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.9% | +9.2% | +4.8% |
| 7D | +22.5% | -2.1% | +24.6% | +23.3% |
| 30D | +6.6% | +7.7% | -1.1% | +4.5% |
| 3M | -3.8% | -4.4% | +0.6% | -3.0% |
| 6M | -2.2% | +27.5% | -29.7% | -9.3% |
| YTD | -4.8% | +12.8% | -17.5% | -9.6% |
| 1Y | -11.7% | +20.7% | -32.4% | -17.9% |
| 3Y | -26.5% | +111.3% | -137.8% | -45.5% |
| 5Y | -32.2% | -6.3% | -25.9% | -41.3% |
| 10Y | +10.2% | +1.5% | +8.7% | -23.6% |
| All | +13.1% | +425.5% | -412.5% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling