-7.0%
MOS vs SM
+72.1%
-79.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.2% |
| 7D | +21.6% | -25.9% | +47.5% | +19.6% |
| 30D | +12.0% | -15.1% | +27.1% | +10.1% |
| 3M | -3.9% | +4.9% | -8.7% | -4.9% |
| 6M | -3.3% | +6.1% | -9.5% | -5.6% |
| YTD | -4.6% | +63.4% | -68.1% | -21.9% |
| 1Y | -7.0% | +72.5% | -79.4% | -26.9% |
| All | -7.0% | +72.1% | -79.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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