+7.5%
MOS vs MAS
+219.8%
-212.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +4.9% |
| 7D | +22.5% | +4.6% | +17.9% | +20.3% |
| 30D | +6.6% | +19.9% | -13.2% | -2.0% |
| 3M | -3.8% | +8.9% | -12.7% | -8.0% |
| 6M | -2.2% | +20.2% | -22.4% | -11.5% |
| YTD | -4.8% | +33.9% | -38.7% | -19.5% |
| 1Y | -11.7% | +34.7% | -46.4% | -25.6% |
| 3Y | -26.5% | +60.4% | -86.9% | -45.5% |
| 5Y | -32.2% | +43.5% | -75.7% | -48.5% |
| All | +7.5% | +219.8% | -212.3% | -47.3% |
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