+540.2%
MAR vs MOS
+8.6%
+531.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +4.3% | +21.6% | -17.3% | -2.0% |
| 30D | +16.8% | +12.0% | +4.9% | +12.1% |
| 3M | +16.0% | -3.9% | +19.9% | +15.9% |
| 6M | +16.5% | -3.3% | +19.8% | +15.3% |
| YTD | +35.0% | -4.6% | +39.7% | +31.8% |
| 1Y | +49.4% | -7.0% | +56.3% | +46.4% |
| 3Y | +124.1% | -24.4% | +148.5% | +124.7% |
| 5Y | +159.2% | -32.1% | +191.3% | +146.9% |
| All | +540.2% | +8.6% | +531.6% | +301.7% |
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