+16.5%
MGY vs MOS
-24.7%
+41.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +1.9% |
| 7D | -6.1% | +24.8% | -30.9% | -11.1% |
| 30D | -3.9% | +22.7% | -26.6% | -8.8% |
| 3M | -11.0% | -1.2% | -9.8% | -10.8% |
| 6M | -15.6% | +5.5% | -21.2% | -17.8% |
| YTD | +7.8% | -2.0% | +9.8% | +4.6% |
| 1Y | +5.8% | -7.9% | +13.8% | +5.0% |
| 3Y | +16.5% | -25.0% | +41.5% | +20.2% |
| All | +16.5% | -24.7% | +41.2% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling