+149.8%
SMR vs MOS
-24.7%
+174.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.5% |
| 7D | -2.8% | +24.8% | -27.6% | -15.0% |
| 30D | -27.5% | +22.7% | -50.2% | -36.1% |
| 3M | -43.1% | -1.2% | -41.9% | -43.1% |
| 6M | -58.4% | +5.5% | -64.0% | -60.2% |
| YTD | -63.2% | -2.0% | -61.2% | -64.3% |
| 1Y | -81.6% | -7.9% | -73.7% | -81.6% |
| 3Y | +149.8% | -25.0% | +174.7% | +194.4% |
| All | +149.8% | -24.7% | +174.4% | +194.4% |
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 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