+2,926.4%
V vs MOS
-66.8%
+2,993.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -1.7% | +9.5% | -11.2% | -3.6% |
| 30D | +2.0% | +10.4% | -8.5% | -0.3% |
| 3M | +17.4% | +12.9% | +4.5% | +13.6% |
| 6M | +17.5% | +1.2% | +16.3% | +15.3% |
| YTD | +7.6% | +9.3% | -1.7% | +3.3% |
| 1Y | +7.7% | -18.0% | +25.7% | +9.6% |
| 3Y | +54.7% | -29.0% | +83.7% | +58.1% |
| 5Y | +73.0% | -9.6% | +82.6% | +58.4% |
| 10Y | +390.9% | +6.1% | +384.8% | +281.6% |
| All | +2,926.4% | -66.8% | +2,993.3% | +2,374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling