-26.9%
MOS vs PL
+459.7%
-486.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.4% | +23.7% | +17.9% |
| 7D | +17.9% | -11.7% | +29.7% | +19.0% |
| 30D | +1.6% | -27.1% | +28.7% | +4.0% |
| 3M | -4.0% | -44.6% | +40.6% | +0.4% |
| 6M | -4.1% | -67.2% | +63.1% | +3.9% |
| YTD | -7.8% | -35.9% | +28.0% | -7.8% |
| 1Y | -15.6% | -0.4% | -15.2% | -19.8% |
| All | -26.9% | +459.7% | -486.7% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling