+41.6%
D vs MOS
+8.6%
+33.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.0% | +21.6% | -18.6% | +1.3% |
| 30D | +11.5% | +12.0% | -0.5% | +10.4% |
| 3M | +3.7% | -3.9% | +7.6% | +3.8% |
| 6M | +13.5% | -3.3% | +16.9% | +13.3% |
| YTD | +20.7% | -4.6% | +25.4% | +20.3% |
| 1Y | +18.2% | -7.0% | +25.2% | +17.9% |
| 3Y | +73.3% | -24.4% | +97.7% | +74.1% |
| 5Y | +12.3% | -32.1% | +44.4% | +12.4% |
| All | +41.6% | +8.6% | +33.0% | +34.6% |
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