+18.2%
MOS vs PODD
+767.5%
-749.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +9.5% | +1.6% | +7.9% | +9.2% |
| 30D | +10.4% | +10.7% | -0.2% | +8.2% |
| 3M | +12.9% | +0.7% | +12.2% | +11.6% |
| 6M | +1.2% | -39.3% | +40.5% | +9.4% |
| YTD | +9.3% | -48.1% | +57.4% | +21.6% |
| 1Y | -18.0% | -57.4% | +39.5% | -5.6% |
| 3Y | -29.0% | -23.3% | -5.8% | -29.1% |
| 5Y | -9.6% | -51.3% | +41.7% | -4.6% |
| 10Y | +6.1% | +242.0% | -236.0% | -31.5% |
| All | +18.2% | +767.5% | -749.4% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling