+88.3%
RF vs MOS
-29.5%
+117.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +1.3% | +9.5% | -8.2% | -0.4% |
| 30D | -3.6% | +10.4% | -14.0% | -5.4% |
| 3M | +8.1% | +12.9% | -4.8% | +5.2% |
| 6M | +11.5% | +1.2% | +10.2% | +9.6% |
| YTD | +15.6% | +9.3% | +6.3% | +10.9% |
| 1Y | +15.7% | -18.0% | +33.7% | +19.2% |
| All | +88.3% | -29.5% | +117.8% | +102.9% |
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