+22.6%
MCD vs MOS
-31.6%
+54.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.0% |
| 7D | +8.0% | +22.5% | -14.5% | +6.8% |
| 30D | +19.6% | +6.6% | +13.0% | +19.0% |
| 3M | +2.2% | -3.8% | +6.0% | +2.1% |
| 6M | -1.1% | -2.2% | +1.1% | -1.4% |
| YTD | -7.2% | -4.8% | -2.5% | -7.6% |
| 1Y | -6.7% | -11.7% | +5.0% | -6.8% |
| 3Y | +11.6% | -26.5% | +38.1% | +11.2% |
| 5Y | +22.6% | -32.2% | +54.8% | +16.8% |
| All | +22.6% | -31.6% | +54.2% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling