+1,093.9%
MPC vs MOS
+8.5%
+1,085.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -5.3% |
| 7D | -12.8% | +22.5% | -35.3% | -21.1% |
| 30D | -12.7% | +6.6% | -19.4% | -16.7% |
| 3M | +27.1% | -3.8% | +30.9% | +25.8% |
| 6M | +45.8% | -2.2% | +48.0% | +40.8% |
| YTD | +134.7% | -4.8% | +139.5% | +124.4% |
| 1Y | +106.0% | -11.7% | +117.8% | +102.7% |
| 3Y | +165.5% | -26.5% | +192.0% | +170.8% |
| 5Y | +540.9% | -32.2% | +573.1% | +521.0% |
| All | +1,093.9% | +8.5% | +1,085.5% | +637.6% |
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