+2,781.3%
MSCI vs MOS
-53.1%
+2,834.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.5% |
| 7D | +6.0% | +22.5% | -16.5% | +0.8% |
| 30D | +18.2% | +6.6% | +11.6% | +15.8% |
| 3M | +15.1% | -3.8% | +18.9% | +15.1% |
| 6M | +13.7% | -2.2% | +15.9% | +12.5% |
| YTD | +15.6% | -4.8% | +20.4% | +13.2% |
| 1Y | +16.3% | -11.7% | +28.0% | +15.8% |
| 3Y | +36.9% | -26.5% | +63.4% | +38.4% |
| 5Y | +6.3% | -32.2% | +38.5% | +4.1% |
| 10Y | +823.0% | +10.2% | +812.8% | +582.6% |
| All | +2,781.3% | -53.1% | +2,834.4% | +2,151.1% |
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