+10.2%
MOS vs ROIV
+264.1%
-253.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.1% | +11.3% | +17.0% |
| 7D | +17.9% | +3.0% | +14.9% | +17.7% |
| 30D | +1.6% | +6.8% | -5.3% | +1.1% |
| 3M | -4.0% | +10.5% | -14.5% | -4.8% |
| 6M | -4.1% | +34.8% | -38.9% | -6.4% |
| YTD | -7.8% | +76.2% | -84.0% | -11.8% |
| 1Y | -15.6% | +92.4% | -108.0% | -19.7% |
| 3Y | -28.9% | +312.0% | -340.8% | -35.8% |
| 5Y | -36.8% | +388.3% | -425.1% | -47.9% |
| All | +10.2% | +264.1% | -253.9% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling