-78.0%
SE vs MOS
-32.4%
-45.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | +21.6% | -19.6% | -3.4% |
| 30D | -20.0% | +12.0% | -32.0% | -22.7% |
| 3M | -31.8% | -3.9% | -27.9% | -31.6% |
| 6M | -15.9% | -3.3% | -12.6% | -16.3% |
| YTD | -40.6% | -4.6% | -36.0% | -41.5% |
| 1Y | -50.7% | -7.0% | -43.7% | -51.2% |
| 3Y | +70.3% | -24.4% | +94.7% | +72.2% |
| All | -78.0% | -32.4% | -45.6% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling