+3,971.9%
MU vs MOS
+8.6%
+3,963.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -22.0% | +21.6% | -43.6% | -27.3% |
| 30D | -36.6% | +12.0% | -48.5% | -39.5% |
| 3M | -21.7% | -3.9% | -17.8% | -22.1% |
| 6M | +3.5% | -3.3% | +6.9% | +2.5% |
| YTD | +141.9% | -4.6% | +146.6% | +136.4% |
| 1Y | +189.8% | -7.0% | +196.8% | +184.3% |
| 3Y | +855.4% | -24.4% | +879.8% | +875.3% |
| 5Y | +869.2% | -32.1% | +901.3% | +840.7% |
| All | +3,971.9% | +8.6% | +3,963.3% | +3,158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling