+847.5%
MSCI vs MOS
-3.5%
+850.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +3.0% | -2.0% | +5.0% | +3.4% |
| 30D | +17.8% | +15.3% | +2.5% | +14.5% |
| 3M | +15.2% | +1.5% | +13.7% | +14.1% |
| 6M | +16.5% | -2.0% | +18.5% | +15.6% |
| YTD | +16.4% | -6.5% | +22.9% | +14.9% |
| 1Y | +16.8% | -11.1% | +27.9% | +16.3% |
| 3Y | +35.8% | -30.3% | +66.0% | +38.6% |
| 5Y | +7.0% | -33.5% | +40.5% | +5.5% |
| All | +847.5% | -3.5% | +850.9% | +620.3% |
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