+374.8%
ALL vs MOS
+8.6%
+366.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -1.9% | +21.6% | -23.5% | -5.4% |
| 30D | +13.8% | +12.0% | +1.8% | +11.2% |
| 3M | -7.0% | -3.9% | -3.1% | -6.9% |
| 6M | +18.0% | -3.3% | +21.4% | +17.3% |
| YTD | +24.2% | -4.6% | +28.8% | +22.1% |
| 1Y | +31.2% | -7.0% | +38.2% | +29.3% |
| 3Y | +107.5% | -24.4% | +132.0% | +107.4% |
| 5Y | +144.8% | -32.1% | +176.9% | +138.5% |
| All | +374.8% | +8.6% | +366.1% | +251.0% |
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