+11.1%
O vs MOS
-31.6%
+42.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.2% |
| 7D | +4.5% | +22.5% | -18.0% | +2.5% |
| 30D | +10.2% | +6.6% | +3.6% | +9.4% |
| 3M | -3.8% | -3.8% | 0.0% | -3.7% |
| 6M | -3.8% | -2.2% | -1.6% | -4.1% |
| YTD | +10.3% | -4.8% | +15.1% | +9.7% |
| 1Y | +11.9% | -11.7% | +23.6% | +12.0% |
| 3Y | +38.1% | -26.5% | +64.6% | +39.2% |
| 5Y | +11.1% | -32.2% | +43.3% | +6.2% |
| All | +11.1% | -31.6% | +42.6% | +6.2% |
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 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