+498.8%
MAR vs MOS
-3.5%
+502.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.6% | -2.0% | +3.6% | +2.2% |
| 30D | +13.8% | +15.3% | -1.5% | +8.3% |
| 3M | +20.3% | +1.5% | +18.8% | +18.2% |
| 6M | +21.3% | -2.0% | +23.3% | +19.6% |
| YTD | +37.2% | -6.5% | +43.7% | +34.6% |
| 1Y | +48.4% | -11.1% | +59.5% | +47.5% |
| 3Y | +120.1% | -30.3% | +150.4% | +126.9% |
| 5Y | +182.1% | -33.5% | +215.6% | +170.4% |
| All | +498.8% | -3.5% | +502.3% | +282.3% |
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