-9.6%
MOS vs ROP
-13.6%
+4.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.3% |
| 7D | +9.5% | -4.4% | +14.0% | +10.8% |
| 30D | +10.4% | +3.2% | +7.2% | +9.4% |
| 3M | +12.9% | +23.1% | -10.2% | +6.0% |
| 6M | +1.2% | +13.3% | -12.1% | -2.6% |
| YTD | +9.3% | -7.9% | +17.2% | +13.1% |
| 1Y | -18.0% | -22.1% | +4.1% | -9.1% |
| 3Y | -29.0% | -16.8% | -12.2% | -23.9% |
| All | -9.6% | -13.6% | +4.0% | -4.4% |
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