-11.1%
MOS vs S
+30.9%
-42.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -2.0% | +2.0% | -3.9% | -1.9% |
| 30D | +15.3% | -2.7% | +18.0% | +15.2% |
| 3M | +1.5% | -6.9% | +8.4% | +1.9% |
| 6M | -2.0% | +38.1% | -40.0% | -3.7% |
| YTD | -6.5% | +48.0% | -54.5% | -9.2% |
| 1Y | -11.1% | +34.5% | -45.5% | -12.1% |
| All | -11.1% | +30.9% | -42.0% | -12.1% |
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