+1,872.1%
T vs MOS
+155.8%
+1,716.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.4% | -2.1% |
| 7D | -1.3% | +9.5% | -10.8% | -2.4% |
| 30D | +11.4% | +10.4% | +0.9% | +9.9% |
| 3M | +14.3% | +12.9% | +1.4% | +12.3% |
| 6M | -9.3% | +1.2% | -10.5% | -10.1% |
| YTD | +7.1% | +9.3% | -2.2% | +4.9% |
| 1Y | -9.1% | -18.0% | +8.9% | -8.1% |
| 3Y | +105.3% | -29.0% | +134.4% | +108.2% |
| 5Y | +66.8% | -9.6% | +76.4% | +59.8% |
| 10Y | +66.8% | +6.1% | +60.7% | +47.0% |
| All | +1,872.1% | +155.8% | +1,716.3% | +1,183.2% |
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