-2.3%
SW vs MOS
-8.7%
+6.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.0% |
| 7D | -5.1% | +9.5% | -14.6% | -6.9% |
| 30D | -4.6% | +10.4% | -15.0% | -6.7% |
| 3M | +9.4% | +12.9% | -3.5% | +6.2% |
| 6M | +3.5% | +1.2% | +2.3% | +2.0% |
| YTD | +22.0% | +9.3% | +12.7% | +18.4% |
| 1Y | +2.2% | -18.0% | +20.2% | +4.4% |
| 3Y | +19.6% | -29.0% | +48.6% | +21.5% |
| All | -2.3% | -8.7% | +6.4% | -8.6% |
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