+445.3%
MP vs MOS
+127.8%
+317.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | -2.9% | +9.5% | -12.4% | -7.0% |
| 30D | +13.8% | +10.4% | +3.4% | +8.3% |
| 3M | -16.7% | +12.9% | -29.6% | -22.0% |
| 6M | -11.5% | +1.2% | -12.7% | -14.1% |
| YTD | +7.9% | +9.3% | -1.4% | +0.8% |
| 1Y | -15.0% | -18.0% | +2.9% | -10.3% |
| 3Y | +153.5% | -29.0% | +182.5% | +175.9% |
| 5Y | +58.7% | -9.6% | +68.2% | +45.2% |
| All | +445.3% | +127.8% | +317.5% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling