+459.4%
MCO vs MOS
+3.2%
+456.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | +1.4% | +24.8% | -23.4% | -2.9% |
| 30D | +10.0% | +22.7% | -12.7% | +5.5% |
| 3M | +7.0% | -1.2% | +8.3% | +6.6% |
| 6M | +13.7% | +5.5% | +8.1% | +11.1% |
| YTD | +0.6% | -2.0% | +2.6% | -1.7% |
| 1Y | +6.2% | -7.9% | +14.2% | +4.9% |
| 3Y | +51.9% | -25.0% | +76.8% | +52.6% |
| 5Y | +37.5% | -27.7% | +65.2% | +32.1% |
| 10Y | +459.4% | -1.6% | +460.9% | +308.3% |
| All | +459.4% | +3.2% | +456.2% | +308.3% |
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