-25.3%
MOS vs PL
+46.3%
-71.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +5.5% | +13.4% | -7.9% | +4.1% |
| 30D | +21.0% | -10.2% | +31.1% | +21.7% |
| 3M | -0.5% | -39.5% | +39.0% | +3.7% |
| 6M | +6.6% | -65.7% | +72.3% | +16.1% |
| YTD | -2.8% | -27.3% | +24.5% | -3.8% |
| 1Y | -8.1% | +15.0% | -23.1% | -14.0% |
| 3Y | -25.6% | +560.8% | -586.4% | -47.2% |
| 5Y | -29.8% | +38.4% | -68.2% | -45.8% |
| All | -25.3% | +46.3% | -71.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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