-26.9%
MOS vs PL
+16.0%
-42.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.1% | +13.4% | +4.2% |
| 7D | +22.5% | -20.5% | +43.0% | +24.8% |
| 30D | +6.6% | -38.8% | +45.4% | +11.2% |
| 3M | -3.8% | -49.1% | +45.3% | +1.8% |
| 6M | -2.2% | -69.4% | +67.2% | +7.4% |
| YTD | -4.8% | -42.3% | +37.6% | -3.7% |
| 1Y | -11.7% | -14.2% | +2.5% | -15.1% |
| 3Y | -26.5% | +398.7% | -425.2% | -46.4% |
| 5Y | -32.2% | +11.1% | -43.3% | -46.1% |
| All | -26.9% | +16.0% | -42.9% | -41.1% |
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