-67.9%
U vs MOS
-31.6%
-36.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +3.3% | +11.6% | +14.0% |
| 7D | +24.3% | +22.5% | +1.8% | +16.9% |
| 30D | +8.6% | +6.6% | +1.9% | +6.1% |
| 3M | +37.6% | -3.8% | +41.4% | +37.9% |
| 6M | +78.5% | -2.2% | +80.7% | +77.1% |
| YTD | +10.5% | -4.8% | +15.3% | +8.1% |
| 1Y | +15.2% | -11.7% | +26.9% | +15.2% |
| 3Y | +76.6% | -26.5% | +103.1% | +82.8% |
| 5Y | -67.9% | -32.2% | -35.7% | -69.3% |
| All | -67.9% | -31.6% | -36.3% | -69.3% |
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