+30.7%
MOS vs ROIV
+232.7%
-202.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +9.5% | +0.6% | +8.9% | +9.5% |
| 30D | +10.4% | +1.0% | +9.5% | +10.3% |
| 3M | +12.9% | +18.3% | -5.4% | +11.4% |
| 6M | +1.2% | +18.3% | -17.1% | -0.2% |
| YTD | +9.3% | +61.0% | -51.7% | +5.4% |
| 1Y | -18.0% | +177.9% | -195.9% | -23.8% |
| 3Y | -29.0% | +199.1% | -228.1% | -35.0% |
| 5Y | -9.6% | +250.7% | -260.3% | -24.2% |
| All | +30.7% | +232.7% | -202.0% | +9.6% |
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