+7,770.0%
MCO vs MOS
+61.4%
+7,708.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.4% | +21.6% | -19.2% | -1.9% |
| 30D | +12.5% | +12.0% | +0.5% | +9.4% |
| 3M | +7.1% | -3.9% | +11.0% | +7.2% |
| 6M | +13.2% | -3.3% | +16.5% | +12.4% |
| YTD | -0.4% | -4.6% | +4.3% | -2.2% |
| 1Y | +5.8% | -7.0% | +12.8% | +4.1% |
| 3Y | +55.4% | -24.4% | +79.8% | +56.0% |
| 5Y | +36.3% | -32.1% | +68.4% | +34.0% |
| 10Y | +468.9% | +10.3% | +458.6% | +349.5% |
| All | +7,770.0% | +61.4% | +7,708.6% | +5,206.6% |
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