+9.3%
XYZ vs MOS
-17.5%
+26.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -1.0% | +9.5% | -10.5% | -1.9% |
| 30D | -1.7% | +10.4% | -12.1% | -2.8% |
| 3M | +16.7% | +12.9% | +3.9% | +14.9% |
| 6M | +26.9% | +1.2% | +25.6% | +23.9% |
| YTD | +27.1% | +9.3% | +17.8% | +22.7% |
| 1Y | +9.3% | -18.0% | +27.2% | +18.2% |
| All | +9.3% | -17.5% | +26.7% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling