+200.1%
EXC vs MOS
-1.8%
+201.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.4% | +5.5% | -6.8% | -2.1% |
| 30D | +8.3% | +21.0% | -12.7% | +5.3% |
| 3M | +2.6% | -0.5% | +3.1% | +2.2% |
| 6M | +5.2% | +6.6% | -1.4% | +3.4% |
| YTD | +7.5% | -2.8% | +10.3% | +6.2% |
| 1Y | +3.2% | -8.1% | +11.2% | +2.5% |
| 3Y | +29.5% | -25.6% | +55.1% | +30.4% |
| 5Y | +39.7% | -29.8% | +69.4% | +36.5% |
| 10Y | +200.1% | +0.6% | +199.5% | +126.2% |
| All | +200.1% | -1.8% | +201.9% | +126.2% |
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