+611.0%
MS vs MOS
+8.5%
+602.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.9% |
| 7D | -3.4% | +22.5% | -25.9% | -9.5% |
| 30D | -3.9% | +6.6% | -10.5% | -6.4% |
| 3M | -15.9% | -3.8% | -12.1% | -15.9% |
| 6M | -2.5% | -2.2% | -0.3% | -3.7% |
| YTD | +5.1% | -4.8% | +9.9% | +2.4% |
| 1Y | +13.0% | -11.7% | +24.7% | +12.3% |
| 3Y | +160.7% | -26.5% | +187.2% | +164.8% |
| 5Y | +114.0% | -32.2% | +146.2% | +105.8% |
| All | +611.0% | +8.5% | +602.5% | +372.1% |
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