-11.4%
MOS vs ROIV
+91.0%
-102.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.1% | -4.1% |
| 7D | -2.6% | +9.2% | -11.8% | -3.4% |
| 30D | +13.5% | +19.9% | -6.5% | +11.5% |
| 3M | -2.9% | +10.6% | -13.5% | -4.1% |
| 6M | -1.0% | +36.1% | -37.1% | -5.4% |
| YTD | -7.2% | +84.3% | -91.5% | -15.5% |
| 1Y | -11.4% | +87.6% | -99.0% | -20.2% |
| All | -11.4% | +91.0% | -102.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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