+849.8%
MDB vs MOS
+24.1%
+825.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.3% | -10.5% | -7.8% |
| 7D | -20.9% | +22.5% | -43.4% | -23.8% |
| 30D | -15.6% | +6.6% | -22.2% | -16.9% |
| 3M | -19.1% | -3.8% | -15.3% | -19.2% |
| 6M | +14.2% | -2.2% | +16.4% | +13.0% |
| YTD | -27.4% | -4.8% | -22.7% | -28.5% |
| 1Y | -13.0% | -11.7% | -1.3% | -13.3% |
| 3Y | -11.2% | -26.5% | +15.3% | -10.5% |
| 5Y | -45.2% | -32.2% | -13.0% | -44.3% |
| All | +849.8% | +24.1% | +825.7% | +646.5% |
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