-34.4%
MOS vs ROP
+1.9%
-36.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +15.3% | +28.8% | -13.5% | +8.4% |
| 3M | +1.5% | +21.1% | -19.6% | -3.2% |
| 6M | -2.0% | +52.5% | -54.5% | -13.0% |
| YTD | -6.5% | +8.9% | -15.4% | -7.1% |
| 1Y | -11.1% | +8.2% | -19.3% | -11.3% |
| 3Y | -30.3% | -5.2% | -25.1% | -27.1% |
| All | -34.4% | +1.9% | -36.3% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling