+113.2%
MCK vs MOS
-24.6%
+137.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -3.6% | +1.7% | -5.2% | -3.6% |
| 30D | +1.4% | +11.7% | -10.2% | +1.1% |
| 3M | +13.8% | +23.2% | -9.3% | +13.1% |
| 6M | -5.2% | -1.6% | -3.5% | -5.0% |
| YTD | +9.0% | +10.8% | -1.8% | +8.4% |
| 1Y | +26.9% | -16.2% | +43.1% | +28.0% |
| All | +113.2% | -24.6% | +137.8% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling