+38.1%
O vs MOS
-26.6%
+64.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.7% | +21.6% | -17.9% | +1.9% |
| 30D | +11.2% | +12.0% | -0.8% | +10.0% |
| 3M | -4.0% | -3.9% | -0.1% | -3.9% |
| 6M | -5.2% | -3.3% | -1.9% | -5.4% |
| YTD | +9.5% | -4.6% | +14.1% | +8.8% |
| 1Y | +10.6% | -7.0% | +17.6% | +10.1% |
| 3Y | +38.1% | -24.4% | +62.5% | +40.8% |
| All | +38.1% | -26.6% | +64.7% | +40.8% |
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