+7.4%
ON vs MOS
-24.9%
+32.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.8% | +7.3% | +8.7% |
| 7D | -1.4% | +19.7% | -21.1% | -6.5% |
| 30D | -10.9% | +21.5% | -32.4% | -15.9% |
| 3M | -14.9% | -0.4% | -14.4% | -15.4% |
| 6M | -33.0% | +4.5% | -37.6% | -35.1% |
| YTD | +27.6% | -2.9% | +30.5% | +23.4% |
| 1Y | +44.5% | -7.7% | +52.2% | +41.8% |
| 3Y | +7.4% | -25.6% | +33.0% | +10.8% |
| All | +7.4% | -24.9% | +32.3% | +10.8% |
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