+4,301.3%
MSI vs MOS
+122.8%
+4,178.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.4% |
| 7D | +5.1% | +22.5% | -17.4% | +0.7% |
| 30D | +13.3% | +6.6% | +6.7% | +11.4% |
| 3M | +18.3% | -3.8% | +22.1% | +18.4% |
| 6M | +18.7% | -2.2% | +20.9% | +17.8% |
| YTD | +36.0% | -4.8% | +40.8% | +34.2% |
| 1Y | +32.6% | -11.7% | +44.3% | +32.5% |
| 3Y | +78.3% | -26.5% | +104.8% | +79.9% |
| 5Y | +121.6% | -32.2% | +153.8% | +118.1% |
| 10Y | +689.0% | +10.2% | +678.8% | +529.9% |
| All | +4,301.3% | +122.8% | +4,178.4% | +2,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling