+71.8%
MOS vs SM
+1,289.1%
-1,217.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +4.4% |
| 7D | +22.5% | -25.1% | +47.6% | +30.3% |
| 30D | +6.6% | -15.6% | +22.2% | +9.8% |
| 3M | -3.8% | +2.7% | -6.5% | -6.3% |
| 6M | -2.2% | -3.8% | +1.6% | -4.9% |
| YTD | -4.8% | +61.8% | -66.6% | -20.3% |
| 1Y | -11.7% | +71.4% | -83.1% | -27.3% |
| 3Y | -26.5% | -20.7% | -5.8% | -29.2% |
| 5Y | -32.2% | -11.5% | -20.7% | -38.6% |
| 10Y | +10.2% | +10.2% | 0.0% | -42.0% |
| All | +71.8% | +1,289.1% | -1,217.2% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling