+92.3%
MA vs MOS
-32.4%
+124.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.3% | +21.6% | -19.3% | +0.2% |
| 30D | +14.7% | +12.0% | +2.7% | +13.1% |
| 3M | +13.5% | -3.9% | +17.4% | +13.5% |
| 6M | +33.1% | -3.3% | +36.4% | +32.7% |
| YTD | +15.1% | -4.6% | +19.7% | +13.8% |
| 1Y | +18.7% | -7.0% | +25.7% | +17.7% |
| 3Y | +72.1% | -24.4% | +96.5% | +71.8% |
| All | +92.3% | -32.4% | +124.7% | +80.3% |
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 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