+8.5%
MOS vs MTB
+176.7%
-168.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +9.5% | +1.7% | +7.8% | +8.5% |
| 30D | +10.4% | -4.2% | +14.6% | +12.8% |
| 3M | +12.9% | +8.9% | +4.0% | +7.4% |
| 6M | +1.2% | +10.9% | -9.6% | -5.1% |
| YTD | +9.3% | +21.5% | -12.2% | -3.1% |
| 1Y | -18.0% | +21.9% | -39.9% | -27.5% |
| 3Y | -29.0% | +109.2% | -138.3% | -56.5% |
| 5Y | -9.6% | +102.0% | -111.6% | -46.4% |
| All | +8.5% | +176.7% | -168.3% | -49.9% |
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