-20.3%
MOS vs S
-52.7%
+32.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +21.6% | -13.4% | +35.0% | +22.8% |
| 30D | +12.0% | -14.0% | +26.0% | +13.0% |
| 3M | -3.9% | +4.9% | -8.7% | -4.8% |
| 6M | -3.3% | +42.0% | -45.3% | -6.9% |
| YTD | -4.6% | +45.1% | -49.8% | -8.8% |
| 1Y | -7.0% | +33.1% | -40.0% | -10.4% |
| 3Y | -24.4% | +40.6% | -65.1% | -28.7% |
| 5Y | -32.1% | -67.5% | +35.4% | -32.3% |
| All | -20.3% | -52.7% | +32.3% | -18.4% |
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 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