+40.4%
EXC vs MOS
-33.6%
+74.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | +1.4% | -2.0% | +3.3% | +1.5% |
| 30D | +8.6% | +15.3% | -6.7% | +7.2% |
| 3M | +2.4% | +1.5% | +0.9% | +2.0% |
| 6M | +6.5% | -2.0% | +8.4% | +6.1% |
| YTD | +9.0% | -6.5% | +15.6% | +8.5% |
| 1Y | +4.6% | -11.1% | +15.6% | +4.4% |
| 3Y | +33.5% | -30.3% | +63.7% | +35.1% |
| All | +40.4% | -33.6% | +74.1% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling