+365.1%
SE vs MOS
+22.9%
+342.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -6.4% |
| 7D | -1.2% | +22.5% | -23.7% | -6.1% |
| 30D | -21.7% | +6.6% | -28.3% | -23.1% |
| 3M | -34.2% | -3.8% | -30.4% | -34.1% |
| 6M | -10.5% | -2.2% | -8.3% | -11.1% |
| YTD | -40.7% | -4.8% | -35.9% | -41.3% |
| 1Y | -52.1% | -11.7% | -40.4% | -51.8% |
| 3Y | +68.9% | -26.5% | +95.4% | +72.7% |
| 5Y | -78.9% | -32.2% | -46.7% | -78.4% |
| All | +365.1% | +22.9% | +342.2% | +253.6% |
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 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