-54.2%
W vs MOS
-32.4%
-21.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -3.6% | +21.6% | -25.2% | -10.6% |
| 30D | +7.0% | +12.0% | -5.0% | +1.9% |
| 3M | +7.4% | -3.9% | +11.3% | +7.5% |
| 6M | +69.3% | -3.3% | +72.6% | +68.7% |
| YTD | +11.3% | -4.6% | +15.9% | +8.9% |
| 1Y | +13.2% | -7.0% | +20.2% | +11.6% |
| 3Y | +142.0% | -24.4% | +166.4% | +149.2% |
| All | -54.2% | -32.4% | -21.9% | -54.4% |
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 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