+14,854.2%
MO vs MOS
+155.8%
+14,698.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +0.3% | +9.5% | -9.2% | -0.6% |
| 30D | +0.6% | +10.4% | -9.8% | -0.5% |
| 3M | -1.0% | +12.9% | -13.9% | -2.6% |
| 6M | +4.3% | +1.2% | +3.1% | +3.5% |
| YTD | +23.3% | +9.3% | +14.0% | +21.1% |
| 1Y | +10.5% | -18.0% | +28.4% | +11.6% |
| 3Y | +96.3% | -29.0% | +125.3% | +98.8% |
| 5Y | +98.9% | -9.6% | +108.5% | +92.1% |
| 10Y | +103.6% | +6.1% | +97.5% | +83.3% |
| All | +14,854.2% | +155.8% | +14,698.4% | +9,928.8% |
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