+6,028.8%
MU vs MOS
+5.8%
+6,023.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.4% | +4.7% | +5.7% |
| 7D | +9.0% | +9.5% | -0.6% | +6.0% |
| 30D | +13.8% | +10.4% | +3.4% | +10.2% |
| 3M | +2.1% | +12.9% | -10.8% | -2.1% |
| 6M | +153.8% | +1.2% | +152.6% | +148.9% |
| YTD | +256.4% | +9.3% | +247.1% | +238.9% |
| 1Y | +719.8% | -18.0% | +737.7% | +747.1% |
| 3Y | +1,360.4% | -29.0% | +1,389.4% | +1,434.4% |
| 5Y | +1,312.4% | -9.6% | +1,322.0% | +1,157.1% |
| All | +6,028.8% | +5.8% | +6,023.0% | +4,594.3% |
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