+59.5%
MOS vs MDY
+2,662.7%
-2,603.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +9.5% | +0.1% | +9.4% | +9.3% |
| 30D | +10.4% | -1.5% | +11.9% | +12.0% |
| 3M | +12.9% | +0.8% | +12.1% | +11.8% |
| 6M | +1.2% | +7.4% | -6.2% | -6.6% |
| YTD | +9.3% | +15.2% | -5.9% | -6.4% |
| 1Y | -18.0% | +16.5% | -34.5% | -30.7% |
| 3Y | -29.0% | +46.8% | -75.8% | -54.0% |
| 5Y | -9.6% | +46.0% | -55.6% | -41.4% |
| 10Y | +6.1% | +172.1% | -166.0% | -61.3% |
| All | +59.5% | +2,662.7% | -2,603.2% | -88.2% |
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