+200.6%
W vs MOS
-33.2%
+233.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +3.3% | -11.5% | -9.4% |
| 7D | -5.6% | +22.5% | -28.1% | -12.4% |
| 30D | +7.5% | +6.6% | +0.9% | +4.4% |
| 3M | +5.4% | -3.8% | +9.2% | +5.5% |
| 6M | +79.4% | -2.2% | +81.6% | +78.4% |
| YTD | +12.9% | -4.8% | +17.7% | +11.2% |
| 1Y | +12.4% | -11.7% | +24.1% | +13.5% |
| 3Y | +128.5% | -26.5% | +155.0% | +141.1% |
| 5Y | -54.0% | -32.2% | -21.8% | -52.3% |
| 10Y | +248.8% | +10.2% | +238.6% | +139.4% |
| All | +200.6% | -33.2% | +233.8% | +96.1% |
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 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