-49.7%
SE vs MOS
-8.6%
-41.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.6% |
| 7D | +3.3% | +19.7% | -16.4% | 0.0% |
| 30D | -18.2% | +21.5% | -39.7% | -21.0% |
| 3M | -31.3% | -0.4% | -30.8% | -31.9% |
| 6M | -10.1% | +4.5% | -14.6% | -12.0% |
| YTD | -38.9% | -2.9% | -36.0% | -38.1% |
| All | -49.7% | -8.6% | -41.1% | -49.6% |
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