+847.8%
MU vs MOS
-32.4%
+880.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -22.0% | +21.6% | -43.6% | -25.9% |
| 30D | -36.6% | +12.0% | -48.5% | -38.6% |
| 3M | -21.7% | -3.9% | -17.8% | -21.6% |
| 6M | +3.5% | -3.3% | +6.9% | +3.2% |
| YTD | +141.9% | -4.6% | +146.6% | +138.1% |
| 1Y | +189.8% | -7.0% | +196.8% | +186.3% |
| 3Y | +855.4% | -24.4% | +879.8% | +865.9% |
| All | +847.8% | -32.4% | +880.2% | +740.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling