-11.7%
MOS vs PL
-11.4%
-0.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.1% | +13.4% | +3.7% |
| 7D | +22.5% | -20.5% | +43.0% | +23.8% |
| 30D | +6.6% | -38.8% | +45.4% | +9.4% |
| 3M | -3.8% | -49.1% | +45.3% | -0.3% |
| 6M | -2.2% | -69.4% | +67.2% | +4.4% |
| YTD | -4.8% | -42.3% | +37.6% | -6.4% |
| 1Y | -11.7% | -14.2% | +2.5% | -20.2% |
| All | -11.7% | -11.4% | -0.3% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling