+40.6%
MO vs MOS
-8.6%
+49.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | -1.8% | +19.7% | -21.4% | -2.0% |
| 30D | +5.8% | +21.5% | -15.7% | +5.6% |
| 3M | +12.7% | -0.4% | +13.1% | +12.6% |
| 6M | +14.8% | +4.5% | +10.2% | +14.7% |
| YTD | +37.8% | -2.9% | +40.7% | +37.5% |
| All | +40.6% | -8.6% | +49.3% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling