+457.8%
MCO vs MOS
-3.5%
+461.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.5% | -2.0% | +2.5% | +0.9% |
| 30D | +9.8% | +15.3% | -5.5% | +6.6% |
| 3M | +4.3% | +1.5% | +2.8% | +3.3% |
| 6M | +16.5% | -2.0% | +18.4% | +15.4% |
| YTD | +0.1% | -6.5% | +6.7% | -1.4% |
| 1Y | +4.4% | -11.1% | +15.5% | +3.7% |
| 3Y | +51.6% | -30.3% | +81.8% | +54.6% |
| 5Y | +36.7% | -33.5% | +70.2% | +33.6% |
| All | +457.8% | -3.5% | +461.3% | +309.0% |
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