+50.4%
TER vs MOS
-31.6%
+81.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +3.3% | -18.5% | -16.0% |
| 7D | -28.2% | +22.5% | -50.7% | -32.5% |
| 30D | -50.6% | +6.6% | -57.2% | -51.7% |
| 3M | -45.3% | -3.8% | -41.5% | -45.4% |
| 6M | -40.4% | -2.2% | -38.2% | -41.0% |
| YTD | +10.0% | -4.8% | +14.8% | +8.7% |
| 1Y | +13.6% | -11.7% | +25.3% | +14.1% |
| 3Y | +145.2% | -26.5% | +171.7% | +149.8% |
| 5Y | +50.4% | -32.2% | +82.6% | +40.3% |
| All | +50.4% | -31.6% | +81.9% | +40.3% |
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 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