+63.7%
SE vs MOS
-28.2%
+91.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | -20.9% | +15.3% | -36.2% | -23.4% |
| 3M | -38.9% | +1.5% | -40.4% | -39.5% |
| 6M | -19.4% | -2.0% | -17.4% | -20.0% |
| YTD | -40.9% | -6.5% | -34.4% | -41.3% |
| 1Y | -46.2% | -11.1% | -35.1% | -46.1% |
| 3Y | +63.7% | -30.3% | +94.0% | +69.7% |
| All | +63.7% | -28.2% | +91.9% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling