+47.2%
MMM vs MOS
-31.6%
+78.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.7% |
| 7D | +5.9% | +22.5% | -16.6% | +2.6% |
| 30D | +14.7% | +6.6% | +8.1% | +13.3% |
| 3M | +3.6% | -3.8% | +7.4% | +3.6% |
| 6M | +32.7% | -2.2% | +34.9% | +32.0% |
| YTD | +18.9% | -4.8% | +23.7% | +17.7% |
| 1Y | +16.4% | -11.7% | +28.1% | +16.4% |
| 3Y | +159.8% | -26.5% | +186.3% | +161.8% |
| 5Y | +47.2% | -32.2% | +79.4% | +41.3% |
| All | +47.2% | -31.6% | +78.7% | +41.3% |
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 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