+539.2%
MAR vs MOS
-1.8%
+541.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +1.0% | +5.5% | -4.4% | -0.6% |
| 30D | +16.2% | +21.0% | -4.7% | +9.1% |
| 3M | +23.1% | -0.5% | +23.5% | +21.7% |
| 6M | +22.0% | +6.6% | +15.4% | +17.2% |
| YTD | +39.2% | -2.8% | +41.9% | +35.0% |
| 1Y | +48.3% | -8.1% | +56.3% | +46.0% |
| 3Y | +123.4% | -25.6% | +149.0% | +125.6% |
| 5Y | +185.4% | -29.8% | +215.1% | +168.7% |
| 10Y | +539.2% | +0.6% | +538.6% | +301.3% |
| All | +539.2% | -1.8% | +541.0% | +301.3% |
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 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