+196.7%
EXC vs MOS
-3.5%
+200.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | +1.4% | -2.0% | +3.3% | +1.6% |
| 30D | +8.6% | +15.3% | -6.7% | +6.3% |
| 3M | +2.4% | +1.5% | +0.9% | +1.7% |
| 6M | +6.5% | -2.0% | +8.4% | +5.9% |
| YTD | +9.0% | -6.5% | +15.6% | +8.2% |
| 1Y | +4.6% | -11.1% | +15.6% | +4.4% |
| 3Y | +33.5% | -30.3% | +63.7% | +35.6% |
| 5Y | +41.4% | -33.5% | +74.9% | +39.3% |
| All | +196.7% | -3.5% | +200.1% | +125.7% |
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