+207.0%
C vs MOS
-3.5%
+210.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | +4.2% | -2.0% | +6.1% | +4.8% |
| 30D | +2.0% | +15.3% | -13.3% | -3.5% |
| 3M | -10.1% | +1.5% | -11.6% | -11.9% |
| 6M | +1.0% | -2.0% | +3.0% | -0.8% |
| YTD | +8.5% | -6.5% | +15.0% | +5.5% |
| 1Y | +25.7% | -11.1% | +36.8% | +24.1% |
| 3Y | +216.0% | -30.3% | +246.2% | +226.1% |
| 5Y | +112.3% | -33.5% | +145.8% | +102.0% |
| All | +207.0% | -3.5% | +210.5% | +96.5% |
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