+199.8%
TER vs MOS
-17.5%
+217.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.1% |
| 7D | +0.6% | +9.5% | -9.0% | -1.6% |
| 30D | -8.3% | +10.4% | -18.7% | -10.5% |
| 3M | -12.2% | +12.9% | -25.1% | -15.6% |
| 6M | +17.0% | +1.2% | +15.8% | +13.4% |
| YTD | +84.6% | +9.3% | +75.3% | +79.7% |
| 1Y | +199.8% | -18.0% | +217.8% | +217.9% |
| All | +199.8% | -17.5% | +217.3% | +217.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling