+124.2%
MSI vs MOS
-33.6%
+157.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +3.2% | -2.0% | +5.2% | +3.4% |
| 30D | +17.6% | +15.3% | +2.3% | +15.7% |
| 3M | +14.5% | +1.5% | +13.0% | +14.0% |
| 6M | +34.3% | -2.0% | +36.2% | +33.8% |
| YTD | +39.7% | -6.5% | +46.2% | +38.8% |
| 1Y | +40.2% | -11.1% | +51.2% | +39.9% |
| 3Y | +77.1% | -30.3% | +107.4% | +78.9% |
| All | +124.2% | -33.6% | +157.8% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling