+237.4%
MP vs MOS
+98.5%
+138.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.3% | -7.5% |
| 7D | -19.0% | +22.5% | -41.5% | -27.2% |
| 30D | -30.5% | +6.6% | -37.1% | -33.4% |
| 3M | -29.6% | -3.8% | -25.8% | -29.6% |
| 6M | -50.4% | -2.2% | -48.2% | -51.2% |
| YTD | -33.2% | -4.8% | -28.4% | -34.5% |
| 1Y | -38.6% | -11.7% | -26.9% | -37.7% |
| 3Y | +105.5% | -26.5% | +132.0% | +116.2% |
| 5Y | -7.8% | -32.2% | +24.4% | -4.9% |
| All | +237.4% | +98.5% | +138.9% | +170.3% |
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