+16,689.9%
MO vs MOS
+123.1%
+16,566.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.4% | +21.6% | -24.0% | -4.6% |
| 30D | +9.7% | +12.0% | -2.3% | +8.2% |
| 3M | +14.1% | -3.9% | +18.0% | +14.2% |
| 6M | +11.9% | -3.3% | +15.2% | +11.5% |
| YTD | +38.4% | -4.6% | +43.1% | +37.5% |
| 1Y | +41.9% | -7.0% | +48.9% | +41.2% |
| 3Y | +134.5% | -24.4% | +158.9% | +135.3% |
| 5Y | +147.3% | -32.1% | +179.4% | +145.9% |
| 10Y | +135.2% | +10.3% | +124.9% | +110.6% |
| All | +16,689.9% | +123.1% | +16,566.8% | +11,286.9% |
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