-9.6%
MOS vs MKC
-33.7%
+24.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +9.5% | -5.9% | +15.4% | +10.6% |
| 30D | +10.4% | -0.9% | +11.3% | +10.4% |
| 3M | +12.9% | +12.7% | +0.2% | +10.2% |
| 6M | +1.2% | -19.3% | +20.5% | +5.1% |
| YTD | +9.3% | -22.2% | +31.5% | +14.3% |
| 1Y | -18.0% | -23.3% | +5.4% | -14.1% |
| 3Y | -29.0% | -30.0% | +1.0% | -24.6% |
| All | -9.6% | -33.7% | +24.1% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling