+77.3%
SO vs MOS
-31.8%
+109.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | -1.1% | +19.7% | -20.8% | -2.1% |
| 30D | +8.6% | +21.5% | -12.9% | +7.4% |
| 3M | +1.8% | -0.4% | +2.2% | +1.7% |
| 6M | +3.6% | +4.5% | -0.9% | +3.1% |
| YTD | +9.9% | -2.9% | +12.8% | +9.6% |
| 1Y | +5.7% | -7.7% | +13.4% | +5.6% |
| 3Y | +52.5% | -25.6% | +78.1% | +53.3% |
| 5Y | +77.3% | -31.2% | +108.5% | +82.9% |
| All | +77.3% | -31.8% | +109.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling