-40.9%
SE vs MOS
-17.5%
-23.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -6.1% | +9.5% | -15.6% | -7.5% |
| 30D | -2.5% | +10.4% | -12.9% | -4.2% |
| 3M | +21.7% | +12.9% | +8.8% | +18.8% |
| 6M | +27.0% | +1.2% | +25.8% | +24.2% |
| YTD | -12.1% | +9.3% | -21.4% | -13.6% |
| 1Y | -40.9% | -18.0% | -22.9% | -38.3% |
| All | -40.9% | -17.5% | -23.4% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling