+5,976.4%
SO vs MOS
+155.8%
+5,820.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.8% |
| 7D | -0.2% | +9.5% | -9.7% | -0.8% |
| 30D | -4.6% | +10.4% | -15.0% | -5.3% |
| 3M | -3.0% | +12.9% | -15.9% | -4.0% |
| 6M | -8.3% | +1.2% | -9.5% | -8.7% |
| YTD | +3.5% | +9.3% | -5.8% | +2.4% |
| 1Y | -0.9% | -18.0% | +17.1% | -0.3% |
| 3Y | +45.4% | -29.0% | +74.4% | +46.6% |
| 5Y | +59.6% | -9.6% | +69.2% | +56.1% |
| 10Y | +156.6% | +6.1% | +150.5% | +138.1% |
| All | +5,976.4% | +155.8% | +5,820.6% | +4,501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling