-25.0%
MOS vs PODD
-3.0%
-21.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | +24.8% | -4.4% | +29.2% | +25.6% |
| 30D | +22.7% | +9.4% | +13.2% | +21.4% |
| 3M | -1.2% | +3.6% | -4.9% | -1.7% |
| 6M | +5.5% | -4.0% | +9.5% | +5.0% |
| YTD | -2.0% | -47.9% | +46.0% | +8.2% |
| 1Y | -7.9% | -53.8% | +45.8% | +3.7% |
| 3Y | -25.0% | -4.5% | -20.4% | -36.8% |
| All | -25.0% | -3.0% | -21.9% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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