+153.3%
MP vs MOS
-29.5%
+182.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | -2.9% | +9.5% | -12.4% | -6.6% |
| 30D | +13.8% | +10.4% | +3.4% | +8.9% |
| 3M | -16.7% | +12.9% | -29.6% | -21.5% |
| 6M | -11.5% | +1.2% | -12.7% | -13.8% |
| YTD | +7.9% | +9.3% | -1.4% | +1.5% |
| 1Y | -15.0% | -18.0% | +2.9% | -10.7% |
| All | +153.3% | -29.5% | +182.7% | +165.4% |
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