-32.8%
MOS vs P
+247.4%
-280.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | +21.6% | -23.8% | +45.4% | +24.0% |
| 30D | +12.0% | -36.6% | +48.6% | +16.0% |
| 3M | -3.9% | +10.9% | -14.8% | -6.6% |
| 6M | -3.3% | +30.0% | -33.3% | -8.6% |
| YTD | -4.6% | +44.4% | -49.0% | -11.6% |
| 1Y | -7.0% | +3.9% | -10.9% | -10.9% |
| 3Y | -24.4% | +176.6% | -201.0% | -41.8% |
| All | -32.8% | +247.4% | -280.2% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling