-34.4%
MOS vs MDY
+34.6%
-69.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.0% | +2.3% | -4.2% | -3.8% |
| 30D | +15.3% | +2.0% | +13.3% | +13.1% |
| 3M | +1.5% | -5.6% | +7.1% | +6.4% |
| 6M | -2.0% | +1.3% | -3.3% | -3.4% |
| YTD | -6.5% | +12.3% | -18.9% | -16.2% |
| 1Y | -11.1% | +15.8% | -26.8% | -22.4% |
| 3Y | -30.3% | +56.5% | -86.7% | -54.9% |
| All | -34.4% | +34.6% | -69.0% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling