-4.2%
MOS vs MKTX
-61.3%
+57.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | +15.0% | +1.0% | +14.1% | +14.9% |
| 3M | +24.1% | +41.3% | -17.2% | +16.3% |
| 6M | +2.7% | -11.3% | +14.1% | +4.8% |
| YTD | +12.2% | -8.6% | +20.7% | +13.6% |
| 1Y | -16.3% | -11.1% | -5.2% | -14.9% |
| 3Y | -23.3% | -24.5% | +1.2% | -20.3% |
| 5Y | -4.2% | -61.4% | +57.3% | +0.5% |
| All | -4.2% | -61.3% | +57.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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