+96.2%
MOS vs MKTX
+1,467.9%
-1,371.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +19.7% | +0.1% | +19.5% | +19.6% |
| 30D | +21.5% | +0.7% | +20.8% | +21.3% |
| 3M | -0.4% | +2.4% | -2.8% | -1.0% |
| 6M | +4.5% | +13.5% | -8.9% | 0.0% |
| YTD | -2.9% | -7.2% | +4.3% | -2.6% |
| 1Y | -7.7% | +1.0% | -8.7% | -9.4% |
| 3Y | -25.6% | -23.7% | -1.9% | -23.2% |
| 5Y | -31.2% | -54.4% | +23.2% | -21.8% |
| 10Y | +2.8% | +13.2% | -10.4% | -15.0% |
| All | +96.2% | +1,467.9% | -1,371.7% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling