+594.1%
MSI vs MOS
+5.8%
+588.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -3.7% | +9.5% | -13.2% | -5.0% |
| 30D | +6.8% | +10.4% | -3.6% | +5.2% |
| 3M | +14.3% | +12.9% | +1.4% | +11.8% |
| 6M | -1.6% | +1.2% | -2.8% | -2.7% |
| YTD | +22.8% | +9.3% | +13.5% | +19.6% |
| 1Y | -1.1% | -18.0% | +16.9% | +0.3% |
| 3Y | +70.5% | -29.0% | +99.5% | +73.6% |
| 5Y | +102.8% | -9.6% | +112.4% | +90.7% |
| All | +594.1% | +5.8% | +588.3% | +466.6% |
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