-18.2%
MDT vs MOS
-8.7%
-9.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +3.2% | +9.5% | -6.3% | +2.3% |
| 30D | +9.5% | +10.4% | -0.9% | +8.4% |
| 3M | +16.0% | +12.9% | +3.1% | +14.3% |
| 6M | +0.2% | +1.2% | -1.0% | -0.6% |
| YTD | -0.3% | +9.3% | -9.6% | -2.1% |
| 1Y | +4.7% | -18.0% | +22.7% | +6.0% |
| 3Y | +26.5% | -29.0% | +55.6% | +28.3% |
| All | -18.2% | -8.7% | -9.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling