-7.0%
MOS vs MTB
+22.0%
-28.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | +21.6% | -1.3% | +22.9% | +22.0% |
| 30D | +12.0% | +0.5% | +11.5% | +11.9% |
| 3M | -3.9% | -12.4% | +8.5% | -1.2% |
| 6M | -3.3% | +1.5% | -4.8% | -4.0% |
| YTD | -4.6% | +10.3% | -14.9% | -10.6% |
| 1Y | -7.0% | +22.2% | -29.2% | -20.9% |
| All | -7.0% | +22.0% | -28.9% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling