-9.6%
MOS vs PL
+82.7%
-92.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +9.5% | -9.3% | +18.8% | +10.5% |
| 30D | +10.4% | -18.9% | +29.3% | +12.5% |
| 3M | +12.9% | -58.4% | +71.3% | +21.6% |
| 6M | +1.2% | -30.3% | +31.5% | +2.2% |
| YTD | +9.3% | -8.1% | +17.4% | +6.4% |
| 1Y | -18.0% | +180.5% | -198.5% | -30.4% |
| 3Y | -29.0% | +444.1% | -473.2% | -48.2% |
| All | -9.6% | +82.7% | -92.2% | -31.7% |
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