+53.6%
AA vs MOS
+6.2%
+47.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +3.9% | +4.7% |
| 7D | +4.8% | +19.7% | -14.8% | -6.7% |
| 30D | -0.6% | +21.5% | -22.1% | -12.7% |
| 3M | -16.3% | -0.4% | -15.8% | -17.7% |
| 6M | -33.4% | +4.5% | -37.9% | -36.8% |
| YTD | -20.7% | -2.9% | -17.8% | -23.1% |
| 1Y | +12.9% | -7.7% | +20.6% | +12.1% |
| 3Y | +75.7% | -25.6% | +101.4% | +88.8% |
| 5Y | -6.8% | -31.2% | +24.4% | +1.9% |
| 10Y | +53.6% | +2.8% | +50.8% | +24.5% |
| All | +53.6% | +6.2% | +47.5% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling