+163.6%
W vs MOS
-23.4%
+187.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -4.2% | +9.5% | -13.7% | -7.4% |
| 30D | -7.6% | +10.4% | -18.0% | -11.2% |
| 3M | +37.2% | +12.9% | +24.3% | +30.6% |
| 6M | +26.3% | +1.2% | +25.1% | +23.7% |
| YTD | -1.0% | +9.3% | -10.3% | -6.4% |
| 1Y | +20.1% | -18.0% | +38.1% | +25.1% |
| 3Y | +37.8% | -29.0% | +66.8% | +47.4% |
| 5Y | -63.7% | -9.6% | -54.1% | -65.9% |
| 10Y | +156.3% | +6.1% | +150.3% | +71.0% |
| All | +163.6% | -23.4% | +187.0% | +65.1% |
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