-7.9%
MOS vs MDY
+14.5%
-22.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +24.8% | 0.0% | +24.8% | +24.6% |
| 30D | +22.7% | +1.0% | +21.7% | +21.6% |
| 3M | -1.2% | -4.1% | +2.9% | +1.4% |
| 6M | +5.5% | +0.6% | +4.9% | +4.2% |
| YTD | -2.0% | +12.9% | -14.9% | -12.0% |
| 1Y | -7.9% | +14.6% | -22.6% | -18.6% |
| All | -7.9% | +14.5% | -22.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling