-11.7%
MOS vs S
+27.1%
-38.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.8% | +12.1% | +3.3% |
| 7D | +22.5% | -16.7% | +39.2% | +22.5% |
| 30D | +6.6% | -17.0% | +23.6% | +6.6% |
| 3M | -3.8% | +2.0% | -5.8% | -4.2% |
| 6M | -2.2% | +35.1% | -37.3% | -4.6% |
| YTD | -4.8% | +42.8% | -47.6% | -8.0% |
| 1Y | -11.7% | +27.7% | -39.4% | -12.9% |
| All | -11.7% | +27.1% | -38.8% | -12.9% |
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