+135.5%
MO vs MOS
+6.2%
+129.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | -1.8% | +19.7% | -21.4% | -4.0% |
| 30D | +5.8% | +21.5% | -15.7% | +3.1% |
| 3M | +12.7% | -0.4% | +13.1% | +12.3% |
| 6M | +14.8% | +4.5% | +10.2% | +13.2% |
| YTD | +37.8% | -2.9% | +40.7% | +36.4% |
| 1Y | +39.5% | -7.7% | +47.2% | +38.8% |
| 3Y | +136.1% | -25.6% | +161.7% | +137.7% |
| 5Y | +148.5% | -31.2% | +179.7% | +144.5% |
| 10Y | +135.5% | +2.8% | +132.7% | +104.5% |
| All | +135.5% | +6.2% | +129.4% | +104.5% |
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