+6,321.9%
SO vs MOS
+115.8%
+6,206.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +17.4% | -18.0% | -1.8% |
| 7D | +1.7% | +17.9% | -16.2% | +0.5% |
| 30D | +11.1% | +1.6% | +9.6% | +10.9% |
| 3M | +0.7% | -4.0% | +4.7% | +0.7% |
| 6M | -1.4% | -4.1% | +2.7% | -1.5% |
| YTD | +9.4% | -7.8% | +17.2% | +9.3% |
| 1Y | +3.7% | -15.6% | +19.3% | +4.1% |
| 3Y | +46.7% | -28.9% | +75.6% | +47.7% |
| 5Y | +78.9% | -36.8% | +115.7% | +79.2% |
| 10Y | +180.3% | +6.7% | +173.7% | +159.8% |
| All | +6,321.9% | +115.8% | +6,206.1% | +4,810.3% |
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