+42.1%
U vs MOS
-11.3%
+53.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.2% |
| 7D | +2.6% | -2.0% | +4.5% | +2.8% |
| 30D | +27.6% | +15.3% | +12.3% | +25.5% |
| 3M | +15.3% | +1.5% | +13.8% | +14.5% |
| 6M | +96.4% | -2.0% | +98.4% | +94.8% |
| YTD | +19.6% | -6.5% | +26.1% | +23.0% |
| 1Y | +42.1% | -11.1% | +53.2% | +46.8% |
| All | +42.1% | -11.3% | +53.4% | +46.8% |
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