+13,824.2%
MA vs MOS
+125.6%
+13,698.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -2.7% | +9.5% | -12.2% | -4.8% |
| 30D | +1.5% | +10.4% | -8.9% | -1.0% |
| 3M | +20.4% | +12.9% | +7.5% | +16.2% |
| 6M | +11.1% | +1.2% | +9.9% | +8.7% |
| YTD | +2.0% | +9.3% | -7.4% | -2.6% |
| 1Y | -2.2% | -18.0% | +15.8% | -0.3% |
| 3Y | +41.9% | -29.0% | +70.9% | +45.2% |
| 5Y | +75.4% | -9.6% | +84.9% | +59.1% |
| 10Y | +527.5% | +6.1% | +521.5% | +380.7% |
| All | +13,824.2% | +125.6% | +13,698.5% | +7,122.2% |
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 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