+1,440.4%
RF vs MOS
+115.8%
+1,324.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +17.4% | -15.9% | -3.2% |
| 7D | +2.3% | +17.9% | -15.7% | -2.6% |
| 30D | +7.2% | +1.6% | +5.7% | +6.1% |
| 3M | -8.2% | -4.0% | -4.2% | -8.2% |
| 6M | +7.0% | -4.1% | +11.1% | +6.2% |
| YTD | +10.3% | -7.8% | +18.1% | +9.0% |
| 1Y | +25.1% | -15.6% | +40.6% | +26.2% |
| 3Y | +110.3% | -28.9% | +139.2% | +116.5% |
| 5Y | +47.1% | -36.8% | +83.9% | +50.4% |
| 10Y | +297.9% | +6.7% | +291.3% | +232.2% |
| All | +1,440.4% | +115.8% | +1,324.7% | +877.9% |
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 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