+1,407.5%
RF vs MOS
+122.8%
+1,284.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -3.0% |
| 7D | -1.6% | +22.5% | -24.1% | -7.3% |
| 30D | +5.0% | +6.6% | -1.6% | +2.5% |
| 3M | -10.0% | -3.8% | -6.2% | -10.1% |
| 6M | +3.3% | -2.2% | +5.5% | +2.0% |
| YTD | +7.9% | -4.8% | +12.7% | +5.7% |
| 1Y | +21.2% | -11.7% | +32.9% | +20.9% |
| 3Y | +105.8% | -26.5% | +132.3% | +110.0% |
| 5Y | +43.7% | -32.2% | +75.9% | +44.1% |
| 10Y | +289.4% | +10.2% | +279.3% | +222.2% |
| All | +1,407.5% | +122.8% | +1,284.7% | +848.4% |
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