+3,005.7%
MPC vs MOS
-53.2%
+3,058.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -5.2% |
| 7D | -12.8% | +22.5% | -35.3% | -21.0% |
| 30D | -12.7% | +6.6% | -19.4% | -16.7% |
| 3M | +27.1% | -3.8% | +30.9% | +25.7% |
| 6M | +45.8% | -2.2% | +48.0% | +40.7% |
| YTD | +134.7% | -4.8% | +139.5% | +124.5% |
| 1Y | +106.0% | -11.7% | +117.8% | +102.6% |
| 3Y | +165.5% | -26.5% | +192.0% | +170.8% |
| 5Y | +540.9% | -32.2% | +573.1% | +528.5% |
| 10Y | +1,133.6% | +10.2% | +1,123.4% | +706.8% |
| All | +3,005.7% | -53.2% | +3,058.9% | +2,882.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling