+0.6%
MOS vs MKC
+25.5%
-25.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +5.5% | -7.0% | +12.5% | +7.1% |
| 30D | +21.0% | +4.1% | +16.9% | +20.0% |
| 3M | -0.5% | -10.3% | +9.8% | +1.7% |
| 6M | +6.6% | +1.7% | +4.9% | +5.8% |
| YTD | -2.8% | -29.1% | +26.3% | +3.9% |
| 1Y | -8.1% | -26.0% | +17.9% | -2.7% |
| 3Y | -25.6% | -21.5% | -4.1% | -23.4% |
| 5Y | -29.8% | -35.0% | +5.3% | -24.7% |
| 10Y | +0.6% | +25.6% | -25.0% | +0.2% |
| All | +0.6% | +25.5% | -25.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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