+29.8%
MOS vs M
+396.5%
-366.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | +9.5% | +4.7% | +4.8% | +8.2% |
| 30D | +10.4% | -9.6% | +20.1% | +13.3% |
| 3M | +12.9% | +0.9% | +12.0% | +12.0% |
| 6M | +1.2% | +22.3% | -21.0% | -5.2% |
| YTD | +9.3% | +6.5% | +2.8% | +5.6% |
| 1Y | -18.0% | +38.8% | -56.7% | -26.4% |
| 3Y | -29.0% | +115.9% | -144.9% | -47.6% |
| 5Y | -9.6% | +28.6% | -38.2% | -29.1% |
| 10Y | +6.1% | -2.5% | +8.6% | -25.5% |
| All | +29.8% | +396.5% | -366.7% | -44.0% |
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 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