+120.9%
MOS vs MKTX
+1,446.2%
-1,325.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +0.4% | +9.1% | +9.4% |
| 30D | +10.4% | +1.1% | +9.3% | +10.1% |
| 3M | +12.9% | +36.1% | -23.2% | +3.4% |
| 6M | +1.2% | -12.9% | +14.1% | +3.3% |
| YTD | +9.3% | -8.5% | +17.8% | +10.0% |
| 1Y | -18.0% | -7.5% | -10.4% | -17.9% |
| 3Y | -29.0% | -28.3% | -0.7% | -25.8% |
| 5Y | -9.6% | -63.3% | +53.7% | +8.4% |
| 10Y | +6.1% | +4.5% | +1.6% | -10.4% |
| All | +120.9% | +1,446.2% | -1,325.3% | -30.5% |
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