+103.0%
MO vs MOS
+11.1%
+91.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.3% |
| 7D | -2.0% | +7.1% | -9.1% | -2.8% |
| 30D | -0.3% | +15.0% | -15.3% | -2.0% |
| 3M | -2.9% | +24.1% | -27.0% | -5.9% |
| 6M | +5.8% | +2.7% | +3.1% | +4.6% |
| YTD | +22.0% | +12.2% | +9.8% | +19.0% |
| 1Y | +10.7% | -16.3% | +27.0% | +11.8% |
| 3Y | +94.4% | -23.3% | +117.7% | +95.7% |
| 5Y | +97.2% | -4.2% | +101.3% | +85.4% |
| 10Y | +103.0% | +12.6% | +90.4% | +79.8% |
| All | +103.0% | +11.1% | +91.9% | +79.8% |
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 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