-34.4%
MOS vs MTB
+61.4%
-95.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.6% |
| 30D | +15.3% | +2.3% | +13.0% | +14.2% |
| 3M | +1.5% | -12.1% | +13.6% | +6.7% |
| 6M | -2.0% | +9.8% | -11.8% | -6.1% |
| YTD | -6.5% | +12.0% | -18.5% | -11.8% |
| 1Y | -11.1% | +22.0% | -33.1% | -19.1% |
| 3Y | -30.3% | +107.6% | -137.9% | -52.4% |
| All | -34.4% | +61.4% | -95.8% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling