+19.9%
MDT vs MOS
-16.2%
+36.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +17.4% | -11.2% | +4.7% |
| 7D | +10.7% | +17.9% | -7.2% | +9.2% |
| 30D | +19.3% | +1.6% | +17.8% | +18.5% |
| 3M | +22.8% | -4.0% | +26.8% | +22.1% |
| 6M | +36.4% | -4.1% | +40.5% | +35.4% |
| YTD | +12.1% | -7.8% | +19.9% | +10.4% |
| 1Y | +19.9% | -15.6% | +35.5% | +20.4% |
| All | +19.9% | -16.2% | +36.1% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling