+223.5%
C vs MOS
+8.6%
+214.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | +21.6% | -24.0% | -9.1% |
| 30D | -6.0% | +12.0% | -17.9% | -10.2% |
| 3M | -10.5% | -3.9% | -6.7% | -10.7% |
| 6M | -5.7% | -3.3% | -2.4% | -7.0% |
| YTD | +4.1% | -4.6% | +8.8% | +0.7% |
| 1Y | +20.5% | -7.0% | +27.5% | +17.1% |
| 3Y | +208.1% | -24.4% | +232.5% | +208.4% |
| 5Y | +110.4% | -32.1% | +142.5% | +98.7% |
| All | +223.5% | +8.6% | +214.9% | +97.4% |
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