-32.8%
MOS vs S
-67.4%
+34.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 6M | -3.3% | +42.0% | -45.3% | -7.1% |
| YTD | -4.6% | +45.1% | -49.8% | -9.0% |
| 1Y | -7.0% | +33.1% | -40.0% | -10.6% |
| 3Y | -24.4% | +40.6% | -65.1% | -29.0% |
| All | -32.8% | -67.4% | +34.6% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling