-34.0%
MOS vs SM
+5.1%
-39.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.2% | -9.7% | -5.9% |
| 7D | -2.6% | +10.6% | -13.1% | -5.3% |
| 30D | +13.5% | -15.0% | +28.4% | +16.8% |
| 3M | -2.9% | +1.7% | -4.6% | -5.7% |
| 6M | -1.0% | +5.9% | -6.9% | -7.0% |
| YTD | -7.2% | +79.0% | -86.2% | -29.4% |
| 1Y | -11.4% | +84.7% | -96.1% | -33.5% |
| 3Y | -29.0% | -3.5% | -25.5% | -37.2% |
| 5Y | -34.0% | +4.9% | -38.9% | -47.2% |
| All | -34.0% | +5.1% | -39.1% | -47.2% |
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