+12.6%
MOS vs AU
+643.7%
-631.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.8% |
| 7D | +7.1% | -0.3% | +7.3% | +7.1% |
| 30D | +15.0% | +12.8% | +2.3% | +13.3% |
| 3M | +24.1% | +28.5% | -4.4% | +20.0% |
| 6M | +2.7% | +4.8% | -2.1% | +1.3% |
| YTD | +12.2% | +31.0% | -18.8% | +7.6% |
| 1Y | -16.3% | +81.4% | -97.7% | -22.9% |
| 3Y | -23.3% | +618.4% | -641.7% | -40.1% |
| 5Y | -4.2% | +686.3% | -690.5% | -26.7% |
| 10Y | +12.6% | +664.5% | -651.9% | -8.1% |
| All | +12.6% | +643.7% | -631.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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