+7.5%
MOS vs P
+685.9%
-678.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -16.4% | +19.7% | +6.3% |
| 7D | +22.5% | -31.9% | +54.4% | +30.5% |
| 30D | +6.6% | -36.5% | +43.2% | +14.7% |
| 3M | -3.8% | +11.6% | -15.4% | -8.8% |
| 6M | -2.2% | +25.2% | -27.4% | -11.2% |
| YTD | -4.8% | +39.4% | -44.2% | -16.5% |
| 1Y | -11.7% | -3.7% | -8.0% | -17.3% |
| 3Y | -26.5% | +167.3% | -193.8% | -51.6% |
| 5Y | -32.2% | +237.3% | -269.5% | -60.4% |
| All | +7.5% | +685.9% | -678.4% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling