-73.1%
SMR vs MOS
-17.5%
-55.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | +4.4% | +9.5% | -5.1% | +0.7% |
| 30D | +3.4% | +10.4% | -7.0% | -0.8% |
| 3M | -19.2% | +12.9% | -32.0% | -23.3% |
| 6M | -22.6% | +1.2% | -23.9% | -25.6% |
| YTD | -31.5% | +9.3% | -40.9% | -34.8% |
| 1Y | -73.1% | -18.0% | -55.1% | -72.5% |
| All | -73.1% | -17.5% | -55.6% | -72.5% |
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