-62.2%
XYZ vs MOS
-29.3%
-32.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.2% | +5.5% | -7.6% | -4.0% |
| 30D | +11.6% | +21.0% | -9.4% | +4.3% |
| 3M | +8.4% | -0.5% | +8.9% | +7.5% |
| 6M | +17.2% | +6.6% | +10.6% | +12.5% |
| YTD | +31.7% | -2.8% | +34.5% | +26.8% |
| 1Y | +30.1% | -8.1% | +38.1% | +27.6% |
| 3Y | +66.4% | -25.6% | +92.0% | +70.2% |
| 5Y | -62.2% | -29.8% | -32.4% | -69.2% |
| All | -62.2% | -29.3% | -32.8% | -69.2% |
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 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