+41.9%
MDT vs MOS
+8.6%
+33.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +3.2% | +9.5% | -6.3% | +1.7% |
| 30D | +9.5% | +10.4% | -0.9% | +7.6% |
| 3M | +16.0% | +12.9% | +3.1% | +13.1% |
| 6M | +0.2% | +1.2% | -1.0% | -1.1% |
| YTD | -0.3% | +9.3% | -9.6% | -3.2% |
| 1Y | +4.7% | -18.0% | +22.7% | +6.5% |
| 3Y | +26.5% | -29.0% | +55.6% | +29.5% |
| 5Y | -18.2% | -9.6% | -8.6% | -24.3% |
| All | +41.9% | +8.6% | +33.3% | +10.3% |
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