+74.4%
MSI vs MOS
-26.6%
+101.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.7% | +21.6% | -16.9% | +3.6% |
| 30D | +14.8% | +12.0% | +2.8% | +14.0% |
| 3M | +8.8% | -3.9% | +12.7% | +8.8% |
| 6M | +19.3% | -3.3% | +22.6% | +19.2% |
| YTD | +35.3% | -4.6% | +40.0% | +34.4% |
| 1Y | +33.8% | -7.0% | +40.7% | +32.9% |
| 3Y | +74.4% | -24.4% | +98.9% | +72.1% |
| All | +74.4% | -26.6% | +101.1% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling