-15.6%
MOS vs S
+36.5%
-52.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.6% | +15.7% | +17.4% |
| 7D | +17.9% | -8.2% | +26.2% | +18.0% |
| 30D | +1.6% | -7.6% | +9.2% | +1.5% |
| 3M | -4.0% | +12.0% | -16.0% | -4.4% |
| 6M | -4.1% | +50.6% | -54.7% | -6.6% |
| YTD | -7.8% | +56.6% | -64.4% | -11.0% |
| 1Y | -15.6% | +39.2% | -54.8% | -16.4% |
| All | -15.6% | +36.5% | -52.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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