-36.8%
MOS vs PL
+24.5%
-61.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.4% | +23.7% | +18.0% |
| 7D | +17.9% | -11.7% | +29.7% | +19.1% |
| 30D | +1.6% | -27.1% | +28.7% | +4.3% |
| 3M | -4.0% | -44.6% | +40.6% | +0.9% |
| 6M | -4.1% | -67.2% | +63.1% | +4.8% |
| YTD | -7.8% | -35.9% | +28.0% | -7.6% |
| 1Y | -15.6% | -0.4% | -15.2% | -19.9% |
| 3Y | -28.9% | +454.8% | -483.7% | -48.6% |
| 5Y | -36.8% | +24.8% | -61.6% | -50.5% |
| All | -36.8% | +24.5% | -61.3% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling