+7.6%
MOS vs ROP
+196.0%
-188.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +1.6% |
| 7D | +21.6% | +2.1% | +19.4% | +20.6% |
| 30D | +12.0% | +32.9% | -20.9% | -3.1% |
| 3M | -3.9% | +20.3% | -24.2% | -12.8% |
| 6M | -3.3% | +36.8% | -40.1% | -19.1% |
| YTD | -4.6% | +8.1% | -12.8% | -10.2% |
| 1Y | -7.0% | +8.3% | -15.2% | -12.4% |
| 3Y | -24.4% | -3.2% | -21.2% | -25.3% |
| 5Y | -32.1% | +1.7% | -33.8% | -36.4% |
| All | +7.6% | +196.0% | -188.3% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling