+755.0%
SW vs MOS
-76.7%
+831.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.2% |
| 7D | -5.1% | +9.5% | -14.6% | -5.7% |
| 30D | -4.6% | +10.4% | -15.0% | -5.2% |
| 3M | +9.4% | +12.9% | -3.5% | +8.4% |
| 6M | +3.5% | +1.2% | +2.3% | +3.1% |
| YTD | +22.0% | +9.3% | +12.7% | +21.0% |
| 1Y | +2.2% | -18.0% | +20.2% | +2.9% |
| 3Y | +19.6% | -29.0% | +48.6% | +20.4% |
| 5Y | -2.3% | -9.6% | +7.2% | -2.6% |
| 10Y | +181.4% | +6.1% | +175.3% | +173.6% |
| All | +755.0% | -76.7% | +831.7% | +770.3% |
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