+95.0%
MSFU vs MOS
-51.1%
+146.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.5% |
| 7D | +4.0% | +24.8% | -20.8% | +0.4% |
| 30D | -2.3% | +22.7% | -25.0% | -5.7% |
| 3M | +7.1% | -1.2% | +8.3% | +6.4% |
| 6M | +48.9% | +5.5% | +43.4% | +45.7% |
| YTD | +2.4% | -2.0% | +4.4% | +0.4% |
| 1Y | -8.1% | -7.9% | -0.2% | -8.9% |
| 3Y | +25.2% | -25.0% | +50.1% | +24.7% |
| All | +95.0% | -51.1% | +146.1% | +116.9% |
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