-1.6%
MOS vs MTB
+122.1%
-123.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.5% |
| 7D | +24.8% | -0.7% | +25.5% | +25.3% |
| 30D | +22.7% | +1.4% | +21.2% | +21.6% |
| 3M | -1.2% | -11.6% | +10.4% | +5.3% |
| 6M | +5.5% | +5.4% | +0.1% | +1.9% |
| YTD | -2.0% | +11.7% | -13.7% | -9.1% |
| 1Y | -7.9% | +20.5% | -28.5% | -18.3% |
| 3Y | -25.0% | +104.5% | -129.5% | -53.4% |
| 5Y | -27.7% | +65.1% | -92.8% | -51.5% |
| 10Y | -1.6% | +119.5% | -121.1% | -48.7% |
| All | -1.6% | +122.1% | -123.6% | -48.7% |
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