+5,387.7%
O vs MOS
+79.7%
+5,308.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -0.7% | +9.5% | -10.3% | -2.3% |
| 30D | -1.9% | +10.4% | -12.3% | -3.7% |
| 3M | +3.8% | +12.9% | -9.0% | +1.1% |
| 6M | -4.7% | +1.2% | -6.0% | -6.1% |
| YTD | +12.5% | +9.3% | +3.2% | +9.2% |
| 1Y | +10.8% | -18.0% | +28.8% | +12.6% |
| 3Y | +28.8% | -29.0% | +57.8% | +31.5% |
| 5Y | +13.2% | -9.6% | +22.8% | +6.0% |
| 10Y | +53.5% | +6.1% | +47.4% | +26.7% |
| All | +5,387.7% | +79.7% | +5,308.0% | +3,485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling