-32.2%
MOS vs SM
-8.9%
-23.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +4.5% |
| 7D | +22.5% | -25.1% | +47.6% | +30.9% |
| 30D | +6.6% | -15.6% | +22.2% | +9.8% |
| 3M | -3.8% | +2.7% | -6.5% | -7.2% |
| 6M | -2.2% | -3.8% | +1.6% | -6.0% |
| YTD | -4.8% | +61.8% | -66.6% | -25.5% |
| 1Y | -11.7% | +71.4% | -83.1% | -32.6% |
| 3Y | -26.5% | -20.7% | -5.8% | -30.4% |
| 5Y | -32.2% | -11.5% | -20.7% | -43.4% |
| All | -32.2% | -8.9% | -23.3% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling