+589.4%
SE vs MOS
+41.1%
+548.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -6.1% | +9.5% | -15.6% | -8.1% |
| 30D | -2.5% | +10.4% | -12.9% | -4.9% |
| 3M | +21.7% | +12.9% | +8.8% | +17.6% |
| 6M | +27.0% | +1.2% | +25.8% | +24.9% |
| YTD | -12.1% | +9.3% | -21.4% | -15.3% |
| 1Y | -40.9% | -18.0% | -22.9% | -39.3% |
| 3Y | +191.0% | -29.0% | +220.0% | +201.4% |
| 5Y | -68.3% | -9.6% | -58.7% | -69.6% |
| All | +589.4% | +41.1% | +548.3% | +410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling