+2,502.2%
EXC vs MOS
+122.8%
+2,379.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.2% |
| 7D | +1.4% | +22.5% | -21.1% | -1.6% |
| 30D | +11.6% | +6.6% | +5.0% | +10.3% |
| 3M | +2.7% | -3.8% | +6.5% | +2.7% |
| 6M | +2.7% | -2.2% | +4.9% | +2.1% |
| YTD | +9.7% | -4.8% | +14.5% | +8.7% |
| 1Y | +4.5% | -11.7% | +16.2% | +4.5% |
| 3Y | +28.5% | -26.5% | +55.0% | +29.5% |
| 5Y | +43.9% | -32.2% | +76.1% | +42.5% |
| 10Y | +183.7% | +10.2% | +173.6% | +141.4% |
| All | +2,502.2% | +122.8% | +2,379.3% | +1,681.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling