-4.4%
ON vs MOS
-26.6%
+22.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -11.7% | +21.6% | -33.3% | -16.6% |
| 30D | -23.3% | +12.0% | -35.2% | -25.9% |
| 3M | -19.2% | -3.9% | -15.3% | -18.9% |
| 6M | -40.1% | -3.3% | -36.8% | -40.6% |
| YTD | +16.9% | -4.6% | +21.6% | +13.6% |
| 1Y | +29.7% | -7.0% | +36.7% | +26.5% |
| 3Y | -4.4% | -24.4% | +20.0% | -2.3% |
| All | -4.4% | -26.6% | +22.2% | -2.3% |
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