+130.2%
MP vs MOS
-29.0%
+159.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +17.4% | -22.4% | -11.5% |
| 7D | -12.5% | +17.9% | -30.5% | -18.7% |
| 30D | -23.3% | +1.6% | -24.9% | -24.3% |
| 3M | -24.4% | -4.0% | -20.4% | -23.8% |
| 6M | -45.8% | -4.1% | -41.6% | -45.7% |
| YTD | -28.9% | -7.8% | -21.1% | -28.6% |
| 1Y | -34.6% | -15.6% | -19.0% | -31.8% |
| All | +130.2% | -29.0% | +159.2% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling