-48.0%
SMR vs MOS
-51.0%
+3.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +1.9% | +5.5% | -3.5% | -0.5% |
| 30D | -21.9% | +21.0% | -42.9% | -29.1% |
| 3M | -47.1% | -0.5% | -46.7% | -47.4% |
| 6M | -60.6% | +6.6% | -67.2% | -62.2% |
| YTD | -63.1% | -2.8% | -60.3% | -63.6% |
| 1Y | -80.4% | -8.1% | -72.4% | -80.4% |
| 3Y | +150.2% | -25.6% | +175.8% | +168.5% |
| All | -48.0% | -51.0% | +3.0% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling