+31.7%
V vs MOS
-0.6%
+32.4%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.3% |
| 7D | +2.9% | +22.5% | -19.6% | +2.3% |
| 30D | +14.0% | +6.6% | +7.4% | +13.0% |
| 3M | +14.9% | -3.8% | +18.7% | +13.6% |
| 6M | +31.7% | -2.2% | +33.9% | +29.4% |
| All | +31.7% | -0.6% | +32.4% | +29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling