+806.0%
MSCI vs MOS
+8.5%
+797.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.3% |
| 7D | +6.0% | +22.5% | -16.5% | +2.1% |
| 30D | +18.2% | +6.6% | +11.6% | +16.4% |
| 3M | +15.1% | -3.8% | +18.9% | +15.1% |
| 6M | +13.7% | -2.2% | +15.9% | +12.9% |
| YTD | +15.6% | -4.8% | +20.4% | +13.7% |
| 1Y | +16.3% | -11.7% | +28.0% | +15.9% |
| 3Y | +36.9% | -26.5% | +63.4% | +38.3% |
| 5Y | +6.3% | -32.2% | +38.5% | +4.6% |
| All | +806.0% | +8.5% | +797.5% | +599.7% |
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