+6,563.2%
MCD vs MOS
+115.8%
+6,447.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +17.4% | -10.8% | +4.6% |
| 7D | +11.9% | +17.9% | -6.1% | +9.8% |
| 30D | +20.2% | +1.6% | +18.7% | +19.9% |
| 3M | +5.2% | -4.0% | +9.2% | +5.4% |
| 6M | 0.0% | -4.1% | +4.1% | -0.1% |
| YTD | -6.5% | -7.8% | +1.3% | -6.7% |
| 1Y | -3.9% | -15.6% | +11.6% | -3.3% |
| 3Y | +12.5% | -28.9% | +41.3% | +13.7% |
| 5Y | +24.2% | -36.8% | +61.0% | +23.9% |
| 10Y | +220.9% | +6.7% | +214.2% | +182.0% |
| All | +6,563.2% | +115.8% | +6,447.4% | +4,012.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling