+39.2%
MOS vs MDY
+2,534.4%
-2,495.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.5% |
| 7D | +21.6% | -1.7% | +23.2% | +23.5% |
| 30D | +12.0% | -0.9% | +12.9% | +12.7% |
| 3M | -3.9% | -5.7% | +1.9% | +1.8% |
| 6M | -3.3% | -2.9% | -0.4% | -0.8% |
| YTD | -4.6% | +9.8% | -14.5% | -14.4% |
| 1Y | -7.0% | +13.5% | -20.5% | -19.4% |
| 3Y | -24.4% | +51.9% | -76.3% | -53.0% |
| 5Y | -32.1% | +32.0% | -64.2% | -51.2% |
| 10Y | +10.3% | +176.5% | -166.1% | -60.4% |
| All | +39.2% | +2,534.4% | -2,495.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling