+189.8%
MU vs MOS
-8.6%
+198.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.4% | +6.1% |
| 7D | -12.0% | +19.7% | -31.7% | -13.2% |
| 30D | -28.7% | +21.5% | -50.2% | -30.0% |
| 3M | -16.4% | -0.4% | -16.0% | -14.9% |
| 6M | -1.8% | +4.5% | -6.3% | -1.3% |
| YTD | +157.1% | -2.9% | +160.0% | +156.7% |
| All | +189.8% | -8.6% | +198.4% | +196.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling