+3,874.2%
MSI vs MOS
+155.8%
+3,718.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -3.7% | +9.5% | -13.2% | -5.4% |
| 30D | +6.8% | +10.4% | -3.6% | +4.6% |
| 3M | +14.3% | +12.9% | +1.4% | +10.9% |
| 6M | -1.6% | +1.2% | -2.8% | -3.1% |
| YTD | +22.8% | +9.3% | +13.5% | +18.6% |
| 1Y | -1.1% | -18.0% | +16.9% | +0.6% |
| 3Y | +70.5% | -29.0% | +99.5% | +73.9% |
| 5Y | +102.8% | -9.6% | +112.4% | +88.5% |
| 10Y | +597.4% | +6.1% | +591.4% | +465.2% |
| All | +3,874.2% | +155.8% | +3,718.4% | +1,794.8% |
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