+112.5%
NET vs MOS
-8.7%
+121.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -7.0% | +9.5% | -16.5% | -9.6% |
| 30D | -4.8% | +10.4% | -15.2% | -8.0% |
| 3M | +3.8% | +12.9% | -9.1% | -0.7% |
| 6M | +50.0% | +1.2% | +48.8% | +47.2% |
| YTD | +41.5% | +9.3% | +32.2% | +34.6% |
| 1Y | +32.8% | -18.0% | +50.8% | +37.7% |
| 3Y | +335.9% | -29.0% | +364.9% | +358.8% |
| All | +112.5% | -8.7% | +121.2% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling