+97.3%
MOS vs SM
+1,608.3%
-1,511.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.1% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +10.4% | +26.3% | -15.9% | +3.8% |
| 3M | +12.9% | +8.7% | +4.2% | +8.9% |
| 6M | +1.2% | +51.7% | -50.4% | -12.0% |
| YTD | +9.3% | +99.0% | -89.7% | -11.8% |
| 1Y | -18.0% | +34.6% | -52.6% | -27.1% |
| 3Y | -29.0% | -7.8% | -21.3% | -33.2% |
| 5Y | -9.6% | +104.8% | -114.4% | -33.1% |
| 10Y | +6.1% | +7.2% | -1.2% | -43.1% |
| All | +97.3% | +1,608.3% | -1,511.1% | -38.7% |
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