+34.5%
D vs MOS
+5.8%
+28.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | +0.4% | +9.5% | -9.1% | -0.3% |
| 30D | -3.6% | +10.4% | -14.0% | -4.4% |
| 3M | -1.0% | +12.9% | -13.9% | -2.1% |
| 6M | +6.3% | +1.2% | +5.0% | +5.7% |
| YTD | +14.7% | +9.3% | +5.4% | +13.3% |
| 1Y | +16.9% | -18.0% | +34.9% | +17.9% |
| 3Y | +56.8% | -29.0% | +85.8% | +58.3% |
| 5Y | +5.2% | -9.6% | +14.8% | +3.2% |
| All | +34.5% | +5.8% | +28.7% | +27.3% |
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