-18.0%
MOS vs PR
+76.5%
-94.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +9.5% | +2.9% | +6.6% | +9.0% |
| 30D | +10.4% | +18.0% | -7.6% | +7.8% |
| 3M | +12.9% | +16.9% | -4.0% | +10.2% |
| 6M | +1.2% | +28.2% | -27.0% | -6.6% |
| YTD | +9.3% | +69.3% | -60.0% | -9.3% |
| 1Y | -18.0% | +69.5% | -87.5% | -31.6% |
| All | -18.0% | +76.5% | -94.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling