+68.0%
MOS vs SITM
+4,507.3%
-4,439.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.0% |
| 7D | +7.1% | +8.4% | -1.3% | +5.6% |
| 30D | +15.0% | -17.4% | +32.5% | +18.3% |
| 3M | +24.1% | -9.8% | +33.9% | +23.5% |
| 6M | +2.7% | +83.0% | -80.2% | -12.2% |
| YTD | +12.2% | +69.6% | -57.4% | -4.1% |
| 1Y | -16.3% | +144.9% | -161.2% | -34.9% |
| 3Y | -23.3% | +429.9% | -453.2% | -54.7% |
| 5Y | -4.2% | +169.2% | -173.3% | -42.4% |
| All | +68.0% | +4,507.3% | -4,439.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SITM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling