-8.1%
MOS vs S
+38.7%
-46.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | +5.5% | +1.2% | +4.2% | +5.4% |
| 30D | +21.0% | -7.3% | +28.3% | +20.7% |
| 3M | -0.5% | +5.9% | -6.3% | -0.4% |
| 6M | +6.6% | +45.6% | -39.0% | +4.7% |
| YTD | -2.8% | +58.5% | -61.3% | -5.6% |
| 1Y | -8.1% | +37.6% | -45.7% | -8.4% |
| All | -8.1% | +38.7% | -46.7% | -8.4% |
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