-48.8%
SE vs MOS
-16.2%
-32.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +17.4% | -12.9% | +1.5% |
| 7D | +6.7% | +17.9% | -11.3% | +3.5% |
| 30D | -17.2% | +1.6% | -18.8% | -17.9% |
| 3M | -28.0% | -4.0% | -24.0% | -28.2% |
| 6M | -6.1% | -4.1% | -2.0% | -6.8% |
| YTD | -37.1% | -7.8% | -29.3% | -36.1% |
| 1Y | -48.8% | -15.6% | -33.2% | -48.1% |
| All | -48.8% | -16.2% | -32.6% | -48.1% |
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