+67.0%
MDT vs MOS
-4.2%
+71.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.2% |
| 7D | -3.7% | -2.6% | -1.1% | -3.3% |
| 30D | +8.6% | +13.5% | -4.9% | +6.1% |
| 3M | +12.2% | -2.9% | +15.1% | +12.2% |
| 6M | +33.7% | -1.0% | +34.7% | +32.6% |
| YTD | +7.8% | -7.2% | +15.0% | +7.1% |
| 1Y | +8.9% | -11.4% | +20.3% | +8.9% |
| 3Y | +57.6% | -29.0% | +86.6% | +60.6% |
| 5Y | -0.7% | -34.0% | +33.3% | -2.4% |
| All | +67.0% | -4.2% | +71.2% | +25.3% |
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