+195.2%
MCD vs MOS
-4.2%
+199.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | +0.2% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | +16.0% | +13.5% | +2.6% | +13.9% |
| 3M | 0.0% | -2.9% | +2.9% | 0.0% |
| 6M | +0.9% | -1.0% | +1.9% | +0.3% |
| YTD | -8.7% | -7.2% | -1.5% | -9.1% |
| 1Y | -8.6% | -11.4% | +2.8% | -8.5% |
| 3Y | +9.9% | -29.0% | +38.8% | +11.2% |
| 5Y | +22.6% | -34.0% | +56.6% | +19.1% |
| All | +195.2% | -4.2% | +199.4% | +116.1% |
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