+327.1%
NET vs MOS
-29.5%
+356.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -7.0% | +9.5% | -16.5% | -8.9% |
| 30D | -4.8% | +10.4% | -15.2% | -7.0% |
| 3M | +3.8% | +12.9% | -9.1% | +0.5% |
| 6M | +50.0% | +1.2% | +48.8% | +48.1% |
| YTD | +41.5% | +9.3% | +32.2% | +36.8% |
| 1Y | +32.8% | -18.0% | +50.8% | +37.1% |
| All | +327.1% | -29.5% | +356.5% | +336.3% |
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 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