-24.5%
MOS vs SM
-20.8%
-3.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +3.9% |
| 7D | +22.5% | -25.1% | +47.6% | +26.7% |
| 30D | +6.6% | -15.6% | +22.2% | +7.9% |
| 3M | -3.8% | +2.7% | -6.5% | -6.2% |
| 6M | -2.2% | -3.8% | +1.6% | -4.9% |
| YTD | -4.8% | +61.8% | -66.6% | -20.9% |
| 1Y | -11.7% | +71.4% | -83.1% | -27.9% |
| All | -24.5% | -20.8% | -3.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling