+91.6%
MGY vs MOS
-7.1%
+98.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.2% |
| 7D | -0.9% | +7.1% | -8.0% | -3.7% |
| 30D | +10.1% | +15.0% | -4.9% | +3.7% |
| 3M | -1.5% | +24.1% | -25.6% | -11.5% |
| 6M | -4.9% | +2.7% | -7.6% | -9.6% |
| YTD | +27.7% | +12.2% | +15.5% | +15.7% |
| 1Y | +20.1% | -16.3% | +36.3% | +24.7% |
| 3Y | +24.9% | -23.3% | +48.2% | +29.8% |
| 5Y | +91.6% | -4.2% | +95.7% | +43.9% |
| All | +91.6% | -7.1% | +98.7% | +43.9% |
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