-24.4%
MOS vs SM
-20.0%
-4.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | +21.6% | -25.9% | +47.5% | +26.1% |
| 30D | +12.0% | -15.1% | +27.1% | +13.3% |
| 3M | -3.9% | +4.9% | -8.7% | -6.6% |
| 6M | -3.3% | +6.1% | -9.5% | -7.9% |
| YTD | -4.6% | +63.4% | -68.1% | -20.9% |
| 1Y | -7.0% | +72.5% | -79.4% | -24.1% |
| 3Y | -24.4% | -16.9% | -7.5% | -30.6% |
| All | -24.4% | -20.0% | -4.4% | -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