+2.8%
MOS vs MTB
+136.2%
-133.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.6% |
| 7D | +19.7% | -0.8% | +20.4% | +20.2% |
| 30D | +21.5% | +2.4% | +19.1% | +19.9% |
| 3M | -0.4% | -10.5% | +10.1% | +5.5% |
| 6M | +4.5% | +6.4% | -1.9% | +0.4% |
| YTD | -2.9% | +12.8% | -15.7% | -10.5% |
| 1Y | -7.7% | +23.3% | -31.0% | -19.1% |
| 3Y | -25.6% | +108.2% | -133.9% | -54.4% |
| 5Y | -31.2% | +68.6% | -99.7% | -54.4% |
| 10Y | +2.8% | +125.3% | -122.4% | -48.9% |
| All | +2.8% | +136.2% | -133.4% | -48.9% |
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