+662.2%
MSI vs MOS
-4.2%
+666.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.2% |
| 7D | +2.6% | -2.6% | +5.1% | +3.0% |
| 30D | +18.1% | +13.5% | +4.7% | +15.7% |
| 3M | +13.2% | -2.9% | +16.1% | +13.1% |
| 6M | +36.3% | -1.0% | +37.3% | +35.3% |
| YTD | +39.5% | -7.2% | +46.7% | +38.6% |
| 1Y | +36.9% | -11.4% | +48.3% | +36.8% |
| 3Y | +76.1% | -29.0% | +105.1% | +78.3% |
| 5Y | +123.7% | -34.0% | +157.7% | +121.4% |
| All | +662.2% | -4.2% | +666.4% | +544.6% |
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