+216.9%
B vs MOS
-4.2%
+221.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.4% | -2.5% |
| 7D | -6.2% | -2.6% | -3.6% | -5.9% |
| 30D | -6.6% | +13.5% | -20.1% | -8.2% |
| 3M | -7.9% | -2.9% | -5.0% | -7.7% |
| 6M | -16.8% | -1.0% | -15.8% | -17.0% |
| YTD | -11.7% | -7.2% | -4.5% | -11.3% |
| 1Y | +3.5% | -11.4% | +14.9% | +4.3% |
| 3Y | +165.7% | -29.0% | +194.7% | +171.1% |
| 5Y | +108.4% | -34.0% | +142.4% | +114.6% |
| All | +216.9% | -4.2% | +221.1% | +206.0% |
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