-18.1%
MOS vs S
-49.1%
+31.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +24.8% | +1.4% | +23.4% | +24.6% |
| 30D | +22.7% | -10.8% | +33.5% | +23.5% |
| 3M | -1.2% | +5.4% | -6.6% | -2.1% |
| 6M | +5.5% | +41.2% | -35.7% | +1.7% |
| YTD | -2.0% | +56.2% | -58.2% | -6.7% |
| 1Y | -7.9% | +36.3% | -44.2% | -11.4% |
| 3Y | -25.0% | +49.4% | -74.4% | -29.5% |
| 5Y | -27.7% | -66.9% | +39.1% | -28.3% |
| All | -18.1% | -49.1% | +31.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling