+515.5%
MAR vs MOS
+6.2%
+509.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.4% |
| 7D | +0.2% | +19.7% | -19.4% | -5.4% |
| 30D | +14.0% | +21.5% | -7.5% | +6.9% |
| 3M | +18.1% | -0.4% | +18.5% | +16.7% |
| 6M | +18.6% | +4.5% | +14.1% | +14.6% |
| YTD | +35.3% | -2.9% | +38.2% | +31.3% |
| 1Y | +44.5% | -7.7% | +52.2% | +42.0% |
| 3Y | +120.7% | -25.6% | +146.4% | +123.0% |
| 5Y | +164.1% | -31.2% | +195.2% | +150.7% |
| 10Y | +515.5% | +2.8% | +512.7% | +286.4% |
| All | +515.5% | +6.2% | +509.3% | +286.4% |
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