+199.8%
MGY vs MOS
+33.4%
+166.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.2% |
| 7D | +2.1% | +9.5% | -7.4% | -2.3% |
| 30D | +13.8% | +10.4% | +3.4% | +8.2% |
| 3M | -4.3% | +12.9% | -17.2% | -11.5% |
| 6M | -5.1% | +1.2% | -6.3% | -10.0% |
| YTD | +24.8% | +9.3% | +15.5% | +13.2% |
| 1Y | +11.8% | -18.0% | +29.8% | +16.4% |
| 3Y | +23.5% | -29.0% | +52.5% | +32.1% |
| 5Y | +87.5% | -9.6% | +97.1% | +68.4% |
| All | +199.8% | +33.4% | +166.4% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling