-7.0%
MOS vs MDY
+12.3%
-19.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | +21.6% | -1.7% | +23.2% | +22.6% |
| 30D | +12.0% | -0.9% | +12.9% | +12.2% |
| 3M | -3.9% | -5.7% | +1.9% | -0.3% |
| 6M | -3.3% | -2.9% | -0.4% | -2.3% |
| YTD | -4.6% | +9.8% | -14.5% | -13.2% |
| 1Y | -7.0% | +13.5% | -20.5% | -18.3% |
| All | -7.0% | +12.3% | -19.3% | -18.3% |
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