+30.3%
MOS vs ROP
+25,523.2%
-25,492.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.7% |
| 7D | +9.5% | -4.4% | +14.0% | +11.2% |
| 30D | +10.4% | +3.2% | +7.2% | +9.1% |
| 3M | +12.9% | +23.1% | -10.2% | +3.9% |
| 6M | +1.2% | +13.3% | -12.1% | -4.5% |
| YTD | +9.3% | -7.9% | +17.2% | +10.3% |
| 1Y | -18.0% | -22.1% | +4.1% | -12.0% |
| 3Y | -29.0% | -16.8% | -12.2% | -26.1% |
| 5Y | -9.6% | -13.5% | +3.9% | -8.2% |
| 10Y | +6.1% | +137.7% | -131.6% | -23.8% |
| All | +30.3% | +25,523.2% | -25,492.9% | -49.8% |
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 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