+1,079.5%
MPC vs MOS
+8.6%
+1,070.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -16.2% | +21.6% | -37.8% | -23.9% |
| 30D | -15.7% | +12.0% | -27.7% | -21.1% |
| 3M | +24.9% | -3.9% | +28.8% | +23.7% |
| 6M | +52.7% | -3.3% | +56.0% | +48.2% |
| YTD | +131.9% | -4.6% | +136.5% | +121.6% |
| 1Y | +96.6% | -7.0% | +103.6% | +89.1% |
| 3Y | +163.8% | -24.4% | +188.2% | +165.5% |
| 5Y | +533.1% | -32.1% | +565.2% | +513.1% |
| All | +1,079.5% | +8.6% | +1,070.8% | +628.3% |
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