-34.4%
MOS vs MKC
-35.5%
+1.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.4% |
| 30D | +15.3% | +4.8% | +10.5% | +14.4% |
| 3M | +1.5% | -12.8% | +14.3% | +4.0% |
| 6M | -2.0% | +5.0% | -7.0% | -3.1% |
| YTD | -6.5% | -29.1% | +22.5% | -0.4% |
| 1Y | -11.1% | -26.4% | +15.3% | -6.1% |
| 3Y | -30.3% | -21.6% | -8.6% | -28.7% |
| All | -34.4% | -35.5% | +1.1% | -23.2% |
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 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