+180.6%
MPC vs MOS
-29.5%
+210.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +5.4% | +9.5% | -4.1% | +3.3% |
| 30D | +31.0% | +10.4% | +20.5% | +27.9% |
| 3M | +46.0% | +12.9% | +33.1% | +41.1% |
| 6M | +77.3% | +1.2% | +76.1% | +74.6% |
| YTD | +141.9% | +9.3% | +132.6% | +132.2% |
| 1Y | +120.9% | -18.0% | +138.9% | +130.0% |
| All | +180.6% | -29.5% | +210.1% | +182.4% |
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