-28.3%
MOS vs S
+16.9%
-45.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +9.5% | -7.7% | +17.2% | +10.2% |
| 30D | +10.4% | -5.3% | +15.8% | +10.6% |
| 3M | +12.9% | +20.3% | -7.4% | +10.2% |
| 6M | +1.2% | +47.4% | -46.1% | -3.8% |
| YTD | +9.3% | +32.5% | -23.2% | +4.9% |
| 1Y | -18.0% | +9.5% | -27.5% | -19.7% |
| All | -28.3% | +16.9% | -45.2% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling