+9,941.2%
TER vs MOS
+115.8%
+9,825.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +17.4% | -24.2% | -12.2% |
| 7D | -19.9% | +17.9% | -37.8% | -24.7% |
| 30D | -43.5% | +1.6% | -45.1% | -44.4% |
| 3M | -37.8% | -4.0% | -33.8% | -38.2% |
| 6M | -25.6% | -4.1% | -21.4% | -26.1% |
| YTD | +29.8% | -7.8% | +37.6% | +29.1% |
| 1Y | +43.2% | -15.6% | +58.7% | +45.5% |
| 3Y | +189.3% | -28.9% | +218.2% | +201.2% |
| 5Y | +76.9% | -36.8% | +113.7% | +81.4% |
| 10Y | +1,059.7% | +6.7% | +1,053.0% | +778.9% |
| All | +9,941.2% | +115.8% | +9,825.4% | +3,709.5% |
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