-26.9%
MOS vs PR
+69.4%
-96.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.5% | +23.9% | +19.0% |
| 7D | +17.9% | -12.1% | +30.1% | +21.5% |
| 30D | +1.6% | +0.9% | +0.7% | +0.4% |
| 3M | -4.0% | +10.1% | -14.1% | -7.5% |
| 6M | -4.1% | +1.1% | -5.2% | -5.6% |
| YTD | -7.8% | +63.7% | -71.5% | -23.7% |
| 1Y | -15.6% | +87.0% | -102.6% | -33.4% |
| All | -26.9% | +69.4% | -96.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling