-28.3%
MOS vs PR
+73.2%
-101.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +9.5% | +2.9% | +6.6% | +8.6% |
| 30D | +10.4% | +18.0% | -7.6% | +5.0% |
| 3M | +12.9% | +16.9% | -4.0% | +7.0% |
| 6M | +1.2% | +28.2% | -27.0% | -8.0% |
| YTD | +9.3% | +69.3% | -60.0% | -10.1% |
| 1Y | -18.0% | +69.5% | -87.5% | -32.8% |
| All | -28.3% | +73.2% | -101.5% | -45.2% |
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