+259.1%
MP vs MOS
+92.1%
+167.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +17.4% | -22.4% | -12.9% |
| 7D | -12.5% | +17.9% | -30.5% | -20.0% |
| 30D | -23.3% | +1.6% | -24.9% | -24.9% |
| 3M | -24.4% | -4.0% | -20.4% | -24.3% |
| 6M | -45.8% | -4.1% | -41.6% | -46.1% |
| YTD | -28.9% | -7.8% | -21.1% | -29.2% |
| 1Y | -34.6% | -15.6% | -19.0% | -32.2% |
| 3Y | +118.7% | -28.9% | +147.6% | +133.8% |
| 5Y | -3.1% | -36.8% | +33.8% | +3.4% |
| All | +259.1% | +92.1% | +167.0% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling