+2.8%
MOS vs ROP
+189.6%
-186.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.3% |
| 7D | +19.7% | -1.6% | +21.3% | +20.9% |
| 30D | +21.5% | +29.5% | -8.0% | +6.5% |
| 3M | -0.4% | +17.5% | -18.0% | -8.6% |
| 6M | +4.5% | +38.1% | -33.5% | -13.0% |
| YTD | -2.9% | +7.0% | -9.9% | -8.0% |
| 1Y | -7.7% | +6.5% | -14.2% | -12.4% |
| 3Y | -25.6% | -5.5% | -20.2% | -25.6% |
| 5Y | -31.2% | -0.4% | -30.8% | -34.7% |
| 10Y | +2.8% | +183.6% | -180.8% | -50.7% |
| All | +2.8% | +189.6% | -186.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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