-7.0%
MOS vs ROP
+8.2%
-15.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | 0.0% |
| 7D | +21.6% | +2.1% | +19.4% | +21.8% |
| 30D | +12.0% | +32.9% | -20.9% | +15.4% |
| 3M | -3.9% | +20.0% | -23.9% | -2.2% |
| 6M | -3.3% | +36.4% | -39.7% | +1.1% |
| YTD | -4.6% | +7.8% | -12.5% | +2.4% |
| 1Y | -7.0% | +8.0% | -15.0% | -0.5% |
| All | -7.0% | +8.2% | -15.2% | -0.5% |
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