+6.7%
MOS vs MAS
+241.3%
-234.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +5.6% | +11.7% | +14.7% |
| 7D | +17.9% | +14.2% | +3.8% | +11.2% |
| 30D | +1.6% | +26.8% | -25.3% | -9.0% |
| 3M | -4.0% | +13.1% | -17.1% | -9.7% |
| 6M | -4.1% | +27.9% | -32.0% | -15.7% |
| YTD | -7.8% | +38.7% | -46.5% | -23.2% |
| 1Y | -15.6% | +40.4% | -56.0% | -30.2% |
| 3Y | -28.9% | +66.1% | -95.0% | -48.0% |
| 5Y | -36.8% | +47.4% | -84.2% | -52.5% |
| 10Y | +6.7% | +238.3% | -231.7% | -48.9% |
| All | +6.7% | +241.3% | -234.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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