-31.8%
MP vs MOS
-11.3%
-20.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | +21.6% | -32.1% | -16.2% |
| 30D | -23.5% | +12.0% | -35.5% | -26.3% |
| 3M | -25.4% | -3.9% | -21.6% | -23.9% |
| 6M | -51.3% | -3.3% | -47.9% | -50.7% |
| YTD | -29.9% | -4.6% | -25.3% | -29.6% |
| 1Y | -31.8% | -7.0% | -24.9% | -30.4% |
| All | -31.8% | -11.3% | -20.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling