+21.6%
MCD vs MOS
-8.7%
+30.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -2.8% | +9.5% | -12.4% | -3.2% |
| 30D | -6.0% | +10.4% | -16.4% | -6.5% |
| 3M | -5.6% | +12.9% | -18.5% | -6.2% |
| 6M | -21.9% | +1.2% | -23.1% | -22.1% |
| YTD | -14.7% | +9.3% | -24.0% | -15.4% |
| 1Y | -17.3% | -18.0% | +0.7% | -16.9% |
| 3Y | -2.2% | -29.0% | +26.9% | -2.2% |
| All | +21.6% | -8.7% | +30.4% | +13.4% |
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