+40.2%
MSI vs MOS
-11.3%
+51.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +3.2% | -2.0% | +5.2% | +3.3% |
| 30D | +17.6% | +15.3% | +2.3% | +17.0% |
| 3M | +14.5% | +1.5% | +13.0% | +14.2% |
| 6M | +34.3% | -2.0% | +36.2% | +34.0% |
| YTD | +39.7% | -6.5% | +46.2% | +37.4% |
| 1Y | +40.2% | -11.1% | +51.2% | +37.4% |
| All | +40.2% | -11.3% | +51.5% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling