+207.2%
C vs MOS
-4.2%
+211.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +1.4% |
| 7D | +4.7% | -2.6% | +7.3% | +5.6% |
| 30D | +0.2% | +13.5% | -13.3% | -4.7% |
| 3M | -9.3% | -2.9% | -6.4% | -9.8% |
| 6M | -0.8% | -1.0% | +0.2% | -3.0% |
| YTD | +8.5% | -7.2% | +15.7% | +5.8% |
| 1Y | +23.1% | -11.4% | +34.5% | +21.6% |
| 3Y | +220.8% | -29.0% | +249.8% | +228.5% |
| 5Y | +112.4% | -34.0% | +146.4% | +102.6% |
| All | +207.2% | -4.2% | +211.3% | +97.1% |
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