+427.0%
MCK vs MOS
+12.4%
+414.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +0.4% | +12.4% | -12.0% | -1.2% |
| 3M | +12.1% | +20.5% | -8.4% | +8.9% |
| 6M | -5.4% | -12.0% | +6.5% | -4.4% |
| YTD | +7.8% | +7.4% | +0.4% | +5.4% |
| 1Y | +22.9% | -22.5% | +45.4% | +25.8% |
| 3Y | +110.7% | -25.5% | +136.2% | +112.9% |
| 5Y | +346.2% | -10.1% | +356.3% | +312.6% |
| All | +427.0% | +12.4% | +414.6% | +324.0% |
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