+99.5%
U vs MOS
-26.6%
+126.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +36.6% | +21.6% | +15.0% | +29.0% |
| 30D | +13.3% | +12.0% | +1.3% | +9.4% |
| 3M | +26.2% | -3.9% | +30.1% | +26.6% |
| 6M | +88.7% | -3.3% | +92.1% | +88.1% |
| YTD | +16.6% | -4.6% | +21.2% | +13.3% |
| 1Y | +29.0% | -7.0% | +35.9% | +25.7% |
| 3Y | +99.5% | -24.4% | +123.9% | +107.3% |
| All | +99.5% | -26.6% | +126.1% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling