+313.3%
LOW vs MOS
+6.2%
+307.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.5% | +3.0% |
| 7D | +6.4% | +19.7% | -13.3% | +2.4% |
| 30D | +25.6% | +21.5% | +4.1% | +20.4% |
| 3M | +4.6% | -0.4% | +5.0% | +4.1% |
| 6M | +2.5% | +4.5% | -2.0% | +0.5% |
| YTD | -1.6% | -2.9% | +1.3% | -3.1% |
| 1Y | +1.7% | -7.7% | +9.4% | +1.2% |
| 3Y | +29.4% | -25.6% | +55.1% | +31.4% |
| 5Y | +9.6% | -31.2% | +40.8% | +5.9% |
| 10Y | +313.3% | +2.8% | +310.5% | +201.5% |
| All | +313.3% | +6.2% | +307.2% | +201.5% |
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