+145.1%
MS vs MOS
-8.7%
+153.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.4% | +9.5% | -8.2% | -0.4% |
| 30D | -0.3% | +10.4% | -10.7% | -2.3% |
| 3M | +0.3% | +12.9% | -12.6% | -2.5% |
| 6M | +31.3% | +1.2% | +30.1% | +29.1% |
| YTD | +24.7% | +9.3% | +15.3% | +19.9% |
| 1Y | +47.9% | -18.0% | +65.9% | +51.1% |
| 3Y | +178.3% | -29.0% | +207.4% | +186.0% |
| All | +145.1% | -8.7% | +153.8% | +112.1% |
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 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