-79.9%
SMR vs MOS
-11.3%
-68.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.1% | -3.6% |
| 7D | -8.3% | -2.0% | -6.3% | -7.5% |
| 30D | -20.1% | +15.3% | -35.4% | -24.8% |
| 3M | -52.7% | +1.5% | -54.2% | -52.3% |
| 6M | -61.0% | -2.0% | -59.1% | -60.4% |
| YTD | -67.1% | -6.5% | -60.6% | -66.1% |
| 1Y | -79.9% | -11.1% | -68.8% | -79.0% |
| All | -79.9% | -11.3% | -68.5% | -79.0% |
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