+43.4%
MMM vs MOS
-33.6%
+77.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | +12.1% | +15.3% | -3.2% | +9.6% |
| 3M | +1.4% | +1.5% | -0.1% | +0.7% |
| 6M | +26.6% | -2.0% | +28.6% | +25.8% |
| YTD | +16.8% | -6.5% | +23.3% | +15.9% |
| 1Y | +10.1% | -11.1% | +21.1% | +10.0% |
| 3Y | +158.4% | -30.3% | +188.7% | +162.4% |
| All | +43.4% | -33.6% | +77.0% | +36.7% |
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 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