+554.8%
MA vs MOS
+6.2%
+548.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.1% |
| 7D | -0.3% | +19.7% | -20.0% | -3.7% |
| 30D | +11.3% | +21.5% | -10.2% | +7.2% |
| 3M | +16.7% | -0.4% | +17.1% | +16.0% |
| 6M | +32.8% | +4.5% | +28.2% | +30.2% |
| YTD | +15.6% | -2.9% | +18.5% | +13.4% |
| 1Y | +19.6% | -7.7% | +27.3% | +18.3% |
| 3Y | +72.1% | -25.6% | +97.7% | +73.2% |
| 5Y | +96.0% | -31.2% | +127.2% | +90.1% |
| 10Y | +554.8% | +2.8% | +551.9% | +417.3% |
| All | +554.8% | +6.2% | +548.6% | +417.3% |
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 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