+303.5%
LOW vs MOS
+8.6%
+294.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +7.4% | +21.6% | -14.2% | +3.1% |
| 30D | +24.5% | +12.0% | +12.5% | +21.3% |
| 3M | +3.5% | -3.9% | +7.3% | +3.7% |
| 6M | -2.6% | -3.3% | +0.7% | -2.9% |
| YTD | -4.8% | -4.6% | -0.2% | -5.9% |
| 1Y | -0.8% | -7.0% | +6.2% | -1.6% |
| 3Y | +22.8% | -24.4% | +47.2% | +24.1% |
| 5Y | +5.3% | -32.1% | +37.4% | +2.0% |
| All | +303.5% | +8.6% | +294.9% | +198.2% |
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