+6,984.2%
MCK vs MOS
+120.0%
+6,864.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.5% |
| 7D | -1.9% | +7.1% | -9.0% | -2.9% |
| 30D | +2.4% | +15.0% | -12.7% | +0.2% |
| 3M | +16.1% | +24.1% | -8.0% | +12.1% |
| 6M | -3.1% | +2.7% | -5.8% | -4.3% |
| YTD | +8.7% | +12.2% | -3.5% | +5.6% |
| 1Y | +28.1% | -16.3% | +44.4% | +29.4% |
| 3Y | +114.1% | -23.3% | +137.4% | +115.0% |
| 5Y | +342.5% | -4.2% | +346.7% | +314.1% |
| 10Y | +424.1% | +12.6% | +411.6% | +345.9% |
| All | +6,984.2% | +120.0% | +6,864.2% | +3,967.2% |
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