+13.8%
MOS vs ROIV
+248.8%
-234.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.5% | +3.6% |
| 7D | +22.5% | -2.4% | +24.9% | +22.7% |
| 30D | +6.6% | +3.1% | +3.6% | +6.4% |
| 3M | -3.8% | +5.8% | -9.6% | -4.4% |
| 6M | -2.2% | +29.3% | -31.5% | -4.2% |
| YTD | -4.8% | +68.8% | -73.5% | -8.6% |
| 1Y | -11.7% | +81.0% | -92.7% | -15.7% |
| 3Y | -26.5% | +294.6% | -321.1% | -33.6% |
| 5Y | -32.2% | +373.1% | -405.3% | -44.0% |
| All | +13.8% | +248.8% | -234.9% | -4.9% |
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