+75.3%
MSI vs MOS
-26.7%
+102.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.9% |
| 7D | +5.1% | +22.5% | -17.4% | +3.9% |
| 30D | +13.3% | +6.6% | +6.7% | +12.9% |
| 3M | +18.3% | -3.8% | +22.1% | +18.3% |
| 6M | +18.7% | -2.2% | +20.9% | +18.5% |
| YTD | +36.0% | -4.8% | +40.8% | +35.0% |
| 1Y | +32.6% | -11.7% | +44.3% | +32.2% |
| All | +75.3% | -26.7% | +102.0% | +73.0% |
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 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