+19.6%
SW vs MOS
-29.5%
+49.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.9% |
| 7D | -5.1% | +9.5% | -14.6% | -7.4% |
| 30D | -4.6% | +10.4% | -15.0% | -7.3% |
| 3M | +9.4% | +12.9% | -3.5% | +5.2% |
| 6M | +3.5% | +1.2% | +2.3% | +1.2% |
| YTD | +22.0% | +9.3% | +12.7% | +16.9% |
| 1Y | +2.2% | -18.0% | +20.2% | +4.9% |
| All | +19.6% | -29.5% | +49.1% | +15.7% |
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