+55.8%
SMR vs MOS
-26.6%
+82.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.1% | +16.1% | +16.2% |
| 7D | -9.6% | +21.6% | -31.2% | -19.6% |
| 30D | -33.8% | +12.0% | -45.7% | -38.4% |
| 3M | -46.4% | -3.9% | -42.5% | -45.6% |
| 6M | -62.4% | -3.3% | -59.1% | -62.2% |
| YTD | -64.1% | -4.6% | -59.5% | -64.6% |
| 1Y | -84.3% | -7.0% | -77.4% | -84.5% |
| 3Y | +55.8% | -24.4% | +80.3% | +80.8% |
| All | +55.8% | -26.6% | +82.4% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling