+72.2%
V vs MOS
-8.7%
+80.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -1.7% | +9.5% | -11.2% | -2.6% |
| 30D | +2.0% | +10.4% | -8.5% | +0.9% |
| 3M | +17.4% | +12.9% | +4.5% | +15.6% |
| 6M | +17.5% | +1.2% | +16.3% | +16.5% |
| YTD | +7.6% | +9.3% | -1.7% | +5.4% |
| 1Y | +7.7% | -18.0% | +25.7% | +9.1% |
| 3Y | +54.7% | -29.0% | +83.7% | +56.8% |
| All | +72.2% | -8.7% | +80.9% | +52.1% |
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