+254.1%
MP vs MOS
+98.7%
+155.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | +21.6% | -32.1% | -19.3% |
| 30D | -23.5% | +12.0% | -35.5% | -28.4% |
| 3M | -25.4% | -3.9% | -21.6% | -25.4% |
| 6M | -51.3% | -3.3% | -47.9% | -51.8% |
| YTD | -29.9% | -4.6% | -25.3% | -31.3% |
| 1Y | -31.8% | -7.0% | -24.9% | -32.6% |
| 3Y | +127.0% | -24.4% | +151.4% | +135.5% |
| 5Y | -3.3% | -32.1% | +28.8% | -0.2% |
| All | +254.1% | +98.7% | +155.4% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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