+674.5%
MSI vs MOS
+6.2%
+668.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.4% |
| 7D | +8.3% | +19.7% | -11.3% | +5.4% |
| 30D | +18.9% | +21.5% | -2.6% | +15.3% |
| 3M | +13.2% | -0.4% | +13.6% | +12.8% |
| 6M | +38.3% | +4.5% | +33.7% | +36.2% |
| YTD | +38.9% | -2.9% | +41.8% | +37.1% |
| 1Y | +36.7% | -7.7% | +44.4% | +35.8% |
| 3Y | +76.6% | -25.6% | +102.2% | +77.6% |
| 5Y | +124.5% | -31.2% | +155.6% | +120.9% |
| 10Y | +674.5% | +2.8% | +671.7% | +553.0% |
| All | +674.5% | +6.2% | +668.4% | +553.0% |
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