+15,692.2%
MA vs MOS
+96.5%
+15,595.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -3.3% |
| 7D | +3.2% | +22.5% | -19.3% | -1.8% |
| 30D | +15.9% | +6.6% | +9.3% | +13.6% |
| 3M | +15.2% | -3.8% | +19.0% | +15.2% |
| 6M | +32.4% | -2.2% | +34.6% | +30.9% |
| YTD | +15.6% | -4.8% | +20.4% | +13.3% |
| 1Y | +19.3% | -11.7% | +31.0% | +18.8% |
| 3Y | +73.0% | -26.5% | +99.5% | +74.5% |
| 5Y | +93.7% | -32.2% | +126.0% | +88.4% |
| 10Y | +575.0% | +10.2% | +564.8% | +406.5% |
| All | +15,692.2% | +96.5% | +15,595.6% | +8,302.5% |
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 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