+119.9%
NDAQ vs MOS
-26.6%
+146.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +0.8% | +21.6% | -20.8% | -0.6% |
| 30D | +16.5% | +12.0% | +4.6% | +15.5% |
| 3M | +13.5% | -3.9% | +17.4% | +13.5% |
| 6M | +20.9% | -3.3% | +24.2% | +20.7% |
| YTD | +11.4% | -4.6% | +16.1% | +9.8% |
| 1Y | +25.9% | -7.0% | +32.9% | +24.4% |
| 3Y | +119.9% | -24.4% | +144.3% | +119.2% |
| All | +119.9% | -26.6% | +146.5% | +119.2% |
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