+5,283.0%
O vs MOS
+56.6%
+5,226.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | +4.5% | +22.5% | -18.0% | +0.7% |
| 30D | +10.2% | +6.6% | +3.6% | +8.6% |
| 3M | -3.8% | -3.8% | 0.0% | -3.7% |
| 6M | -3.8% | -2.2% | -1.6% | -4.5% |
| YTD | +10.3% | -4.8% | +15.1% | +9.2% |
| 1Y | +11.9% | -11.7% | +23.6% | +12.0% |
| 3Y | +38.1% | -26.5% | +64.6% | +39.7% |
| 5Y | +11.1% | -32.2% | +43.3% | +9.5% |
| 10Y | +72.7% | +10.2% | +62.6% | +41.3% |
| All | +5,283.0% | +56.6% | +5,226.4% | +3,486.7% |
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