-15.6%
MOS vs ROP
+10.4%
-26.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.9% | +13.4% | +17.5% |
| 7D | +17.9% | +11.7% | +6.2% | +19.0% |
| 30D | +1.6% | +35.5% | -33.9% | +4.6% |
| 3M | -4.0% | +25.6% | -29.6% | -2.1% |
| 6M | -4.1% | +39.3% | -43.4% | +0.2% |
| YTD | -7.8% | +11.6% | -19.4% | -0.7% |
| 1Y | -15.6% | +10.6% | -26.2% | -8.6% |
| All | -15.6% | +10.4% | -26.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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