+0.5%
MOS vs P
+485.4%
-484.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +9.5% | +6.5% | +3.0% | +8.1% |
| 30D | +10.4% | +18.8% | -8.4% | +5.8% |
| 3M | +12.9% | +26.7% | -13.9% | +5.9% |
| 6M | +1.2% | +62.2% | -60.9% | -10.9% |
| YTD | +9.3% | +48.5% | -39.2% | -2.9% |
| 1Y | -18.0% | +26.4% | -44.4% | -26.1% |
| 3Y | -29.0% | +159.4% | -188.4% | -50.7% |
| 5Y | -9.6% | +275.8% | -285.4% | -45.8% |
| 10Y | +6.1% | +732.0% | -726.0% | -51.7% |
| All | +0.5% | +485.4% | -484.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling