+534.5%
MPC vs MOS
-32.4%
+566.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -16.2% | +21.6% | -37.8% | -21.4% |
| 30D | -15.7% | +12.0% | -27.7% | -19.1% |
| 3M | +24.9% | -3.9% | +28.8% | +24.9% |
| 6M | +52.7% | -3.3% | +56.0% | +50.7% |
| YTD | +131.9% | -4.6% | +136.5% | +126.2% |
| 1Y | +96.6% | -7.0% | +103.6% | +92.9% |
| 3Y | +163.8% | -24.4% | +188.2% | +168.7% |
| All | +534.5% | -32.4% | +566.8% | +498.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling