+3,144.9%
MMM vs MOS
+122.8%
+3,022.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.7% |
| 7D | +5.9% | +22.5% | -16.6% | +2.2% |
| 30D | +14.7% | +6.6% | +8.1% | +13.3% |
| 3M | +3.6% | -3.8% | +7.4% | +3.8% |
| 6M | +32.7% | -2.2% | +34.9% | +32.1% |
| YTD | +18.9% | -4.8% | +23.7% | +17.9% |
| 1Y | +16.4% | -11.7% | +28.1% | +16.7% |
| 3Y | +159.8% | -26.5% | +186.3% | +164.3% |
| 5Y | +47.2% | -32.2% | +79.4% | +46.6% |
| 10Y | +86.5% | +10.2% | +76.3% | +58.1% |
| All | +3,144.9% | +122.8% | +3,022.0% | +1,780.8% |
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 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