-1.6%
MOS vs BG
+95.6%
-97.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.2% |
| 7D | +24.8% | +5.0% | +19.8% | +21.0% |
| 30D | +22.7% | -3.2% | +25.9% | +25.3% |
| 3M | -1.2% | -11.2% | +10.0% | +6.6% |
| 6M | +5.5% | -19.4% | +25.0% | +20.2% |
| YTD | -2.0% | +13.6% | -15.6% | -11.7% |
| 1Y | -7.9% | +7.3% | -15.2% | -13.8% |
| 3Y | -25.0% | +3.8% | -28.8% | -31.2% |
| 5Y | -27.7% | +23.2% | -50.9% | -42.2% |
| 10Y | -1.6% | +97.9% | -99.5% | -52.6% |
| All | -1.6% | +95.6% | -97.1% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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