+570.5%
XYZ vs MOS
-15.2%
+585.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +17.4% | -2.1% | +10.0% |
| 7D | +16.5% | +17.9% | -1.4% | +10.9% |
| 30D | +15.0% | +1.6% | +13.4% | +14.1% |
| 3M | +3.5% | -4.0% | +7.5% | +4.1% |
| 6M | +21.9% | -4.1% | +26.0% | +21.7% |
| YTD | +34.6% | -7.8% | +42.4% | +33.3% |
| 1Y | +20.7% | -15.6% | +36.3% | +22.5% |
| 3Y | +80.0% | -28.9% | +108.9% | +87.6% |
| 5Y | -64.6% | -36.8% | -27.8% | -62.4% |
| 10Y | +619.5% | +6.7% | +612.8% | +481.7% |
| All | +570.5% | -15.2% | +585.7% | +450.7% |
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