-1.6%
MOS vs MKTX
+12.3%
-13.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +24.8% | +0.1% | +24.7% | +24.8% |
| 30D | +22.7% | +0.8% | +21.9% | +22.5% |
| 3M | -1.2% | +2.6% | -3.8% | -1.6% |
| 6M | +5.5% | +13.6% | -8.0% | +2.7% |
| YTD | -2.0% | -7.1% | +5.2% | -1.4% |
| 1Y | -7.9% | -0.1% | -7.9% | -8.6% |
| 3Y | -25.0% | -22.3% | -2.7% | -23.0% |
| 5Y | -27.7% | -54.5% | +26.8% | -21.6% |
| 10Y | -1.6% | +14.3% | -15.8% | -12.6% |
| All | -1.6% | +12.3% | -13.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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