+150.2%
MOS vs MAS
+1,430.5%
-1,280.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +9.5% | -0.8% | +10.3% | +9.8% |
| 30D | +10.4% | -5.6% | +16.0% | +12.3% |
| 3M | +12.9% | +4.4% | +8.4% | +10.5% |
| 6M | +1.2% | +7.2% | -6.0% | -2.4% |
| YTD | +9.3% | +16.1% | -6.8% | +2.3% |
| 1Y | -18.0% | +0.1% | -18.1% | -19.4% |
| 3Y | -29.0% | +28.3% | -57.3% | -36.9% |
| 5Y | -9.6% | +30.5% | -40.0% | -21.9% |
| 10Y | +6.1% | +139.1% | -133.1% | -24.9% |
| All | +150.2% | +1,430.5% | -1,280.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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