+13.5%
MOS vs ROP
+30,787.8%
-30,774.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.4% |
| 7D | +22.5% | +9.2% | +13.3% | +18.9% |
| 30D | +6.6% | +35.5% | -28.9% | -4.6% |
| 3M | -3.8% | +24.4% | -28.2% | -11.5% |
| 6M | -2.2% | +38.0% | -40.2% | -14.1% |
| YTD | -4.8% | +11.1% | -15.9% | -10.4% |
| 1Y | -11.7% | +10.9% | -22.6% | -16.9% |
| 3Y | -26.5% | -0.5% | -26.1% | -28.5% |
| 5Y | -32.2% | +4.5% | -36.7% | -35.8% |
| 10Y | +10.2% | +207.5% | -197.3% | -28.0% |
| All | +13.5% | +30,787.8% | -30,774.3% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling