+2,417.1%
MSCI vs MOS
-46.2%
+2,463.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +0.4% | +9.5% | -9.1% | -1.8% |
| 30D | +0.6% | +10.4% | -9.9% | -2.0% |
| 3M | -7.1% | +12.9% | -20.0% | -10.4% |
| 6M | +0.8% | +1.2% | -0.4% | -1.3% |
| YTD | +1.0% | +9.3% | -8.3% | -3.6% |
| 1Y | +4.3% | -18.0% | +22.3% | +6.3% |
| 3Y | +9.9% | -29.0% | +39.0% | +12.8% |
| 5Y | -6.8% | -9.6% | +2.8% | -15.0% |
| 10Y | +614.7% | +6.1% | +608.6% | +440.3% |
| All | +2,417.1% | -46.2% | +2,463.3% | +1,816.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling