+808.5%
MS vs MOS
+5.8%
+802.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +1.4% | +9.5% | -8.2% | -1.5% |
| 30D | -0.3% | +10.4% | -10.7% | -3.5% |
| 3M | +0.3% | +12.9% | -12.6% | -4.2% |
| 6M | +31.3% | +1.2% | +30.1% | +27.8% |
| YTD | +24.7% | +9.3% | +15.3% | +17.5% |
| 1Y | +47.9% | -18.0% | +65.9% | +51.8% |
| 3Y | +178.3% | -29.0% | +207.4% | +189.5% |
| 5Y | +144.9% | -9.6% | +154.5% | +113.3% |
| All | +808.5% | +5.8% | +802.7% | +532.2% |
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