+104.9%
MMM vs MOS
-29.5%
+134.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -3.3% | +9.5% | -12.8% | -4.7% |
| 30D | -7.0% | +10.4% | -17.4% | -8.5% |
| 3M | +10.8% | +12.9% | -2.1% | +8.4% |
| 6M | +5.8% | +1.2% | +4.5% | +4.4% |
| YTD | +6.8% | +9.3% | -2.5% | +3.5% |
| 1Y | +10.4% | -18.0% | +28.4% | +13.1% |
| All | +104.9% | -29.5% | +134.3% | +106.8% |
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