+167.0%
MPC vs MOS
-26.7%
+193.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -4.4% |
| 7D | -12.8% | +22.5% | -35.3% | -16.2% |
| 30D | -12.7% | +6.6% | -19.4% | -13.7% |
| 3M | +27.1% | -3.8% | +30.9% | +28.2% |
| 6M | +45.8% | -2.2% | +48.0% | +45.5% |
| YTD | +134.7% | -4.8% | +139.5% | +132.6% |
| 1Y | +106.0% | -11.7% | +117.8% | +108.4% |
| All | +167.0% | -26.7% | +193.7% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling