-6.3%
MOS vs MTB
+115.1%
-121.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -2.0% | +1.5% | -3.5% | -2.8% |
| 30D | +15.3% | +2.3% | +13.0% | +13.8% |
| 3M | +1.5% | -12.1% | +13.6% | +8.6% |
| 6M | -2.0% | +9.8% | -11.8% | -7.5% |
| YTD | -6.5% | +12.0% | -18.5% | -13.5% |
| 1Y | -11.1% | +22.0% | -33.1% | -21.6% |
| 3Y | -30.3% | +107.6% | -137.9% | -57.1% |
| 5Y | -33.5% | +61.9% | -95.4% | -54.8% |
| All | -6.3% | +115.1% | -121.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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