-9.6%
MOS vs S
-71.4%
+61.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| 6M | +1.2% | +47.4% | -46.1% | -3.1% |
| YTD | +9.3% | +32.5% | -23.2% | +5.4% |
| 1Y | -18.0% | +9.5% | -27.5% | -19.6% |
| 3Y | -29.0% | +15.5% | -44.5% | -32.1% |
| All | -9.6% | -71.4% | +61.8% | -1.5% |
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