+79.6%
MMM vs MOS
+3.2%
+76.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +7.0% | +24.8% | -17.9% | +2.7% |
| 30D | +18.4% | +22.7% | -4.3% | +13.9% |
| 3M | +4.5% | -1.2% | +5.7% | +4.2% |
| 6M | +33.4% | +5.5% | +27.9% | +30.8% |
| YTD | +20.0% | -2.0% | +21.9% | +18.1% |
| 1Y | +15.0% | -7.9% | +23.0% | +14.4% |
| 3Y | +165.0% | -25.0% | +190.0% | +168.3% |
| 5Y | +47.9% | -27.7% | +75.7% | +43.5% |
| 10Y | +79.6% | -1.6% | +81.2% | +49.7% |
| All | +79.6% | +3.2% | +76.4% | +49.7% |
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