+785.4%
MSCI vs MOS
+8.6%
+776.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +2.8% | +21.6% | -18.8% | -0.9% |
| 30D | +15.4% | +12.0% | +3.5% | +12.7% |
| 3M | +13.4% | -3.9% | +17.3% | +13.5% |
| 6M | +10.9% | -3.3% | +14.2% | +10.3% |
| YTD | +13.0% | -4.6% | +17.6% | +11.1% |
| 1Y | +12.0% | -7.0% | +19.0% | +10.5% |
| 3Y | +34.1% | -24.4% | +58.5% | +34.7% |
| 5Y | +3.9% | -32.1% | +36.0% | +2.2% |
| All | +785.4% | +8.6% | +776.7% | +583.6% |
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 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