+7,581.3%
MCO vs MOS
+85.0%
+7,496.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -4.2% | +9.5% | -13.7% | -6.0% |
| 30D | +2.2% | +10.4% | -8.2% | -0.1% |
| 3M | +10.1% | +12.9% | -2.8% | +6.6% |
| 6M | +5.3% | +1.2% | +4.0% | +3.2% |
| YTD | -2.7% | +9.3% | -12.1% | -6.7% |
| 1Y | -0.4% | -18.0% | +17.6% | +1.1% |
| 3Y | +49.0% | -29.0% | +78.1% | +52.3% |
| 5Y | +33.6% | -9.6% | +43.2% | +23.6% |
| 10Y | +395.3% | +6.1% | +389.3% | +296.9% |
| All | +7,581.3% | +85.0% | +7,496.4% | +4,962.6% |
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