-63.1%
W vs MOS
-8.7%
-54.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -4.2% | +9.5% | -13.7% | -7.5% |
| 30D | -7.6% | +10.4% | -18.0% | -11.4% |
| 3M | +37.2% | +12.9% | +24.3% | +30.2% |
| 6M | +26.3% | +1.2% | +25.1% | +23.2% |
| YTD | -1.0% | +9.3% | -10.3% | -7.1% |
| 1Y | +20.1% | -18.0% | +38.1% | +25.0% |
| 3Y | +37.8% | -29.0% | +66.8% | +45.0% |
| All | -63.1% | -8.7% | -54.4% | -66.9% |
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