+103.8%
U vs MOS
-24.9%
+128.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.7% |
| 7D | +32.3% | +19.7% | +12.7% | +25.4% |
| 30D | +9.7% | +21.5% | -11.8% | +3.4% |
| 3M | +19.6% | -0.4% | +20.0% | +18.8% |
| 6M | +82.6% | +4.5% | +78.1% | +77.8% |
| YTD | +16.4% | -2.9% | +19.3% | +12.4% |
| 1Y | +28.5% | -7.7% | +36.2% | +26.0% |
| 3Y | +103.8% | -25.6% | +129.4% | +116.6% |
| All | +103.8% | -24.9% | +128.7% | +116.6% |
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