-9.6%
MOS vs SM
+107.8%
-117.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.2% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +10.4% | +26.3% | -15.9% | +2.7% |
| 3M | +12.9% | +8.7% | +4.2% | +8.4% |
| 6M | +1.2% | +51.7% | -50.4% | -15.3% |
| YTD | +9.3% | +99.0% | -89.7% | -17.4% |
| 1Y | -18.0% | +34.6% | -52.6% | -29.4% |
| 3Y | -29.0% | -7.8% | -21.3% | -34.0% |
| All | -9.6% | +107.8% | -117.4% | -44.0% |
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