+117.2%
MPC vs MOS
-16.2%
+133.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +17.4% | -25.5% | -7.9% |
| 7D | -10.9% | +17.9% | -28.9% | -10.7% |
| 30D | -9.4% | +1.6% | -11.0% | -8.1% |
| 3M | +26.0% | -4.0% | +30.0% | +28.5% |
| 6M | +56.5% | -4.1% | +60.6% | +59.5% |
| YTD | +144.3% | -7.8% | +152.1% | +150.9% |
| 1Y | +117.2% | -15.6% | +132.8% | +129.0% |
| All | +117.2% | -16.2% | +133.4% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling