+43.7%
RF vs MOS
-31.6%
+75.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.9% |
| 7D | -1.6% | +22.5% | -24.1% | -6.4% |
| 30D | +5.0% | +6.6% | -1.6% | +3.0% |
| 3M | -10.0% | -3.8% | -6.2% | -9.9% |
| 6M | +3.3% | -2.2% | +5.5% | +2.4% |
| YTD | +7.9% | -4.8% | +12.7% | +5.7% |
| 1Y | +21.2% | -11.7% | +32.9% | +21.0% |
| 3Y | +105.8% | -26.5% | +132.3% | +110.0% |
| 5Y | +43.7% | -32.2% | +75.9% | +25.8% |
| All | +43.7% | -31.6% | +75.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling