+1,315.7%
MU vs MOS
-8.7%
+1,324.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.4% | +4.7% | +5.8% |
| 7D | +9.0% | +9.5% | -0.6% | +6.6% |
| 30D | +13.8% | +10.4% | +3.4% | +10.9% |
| 3M | +2.1% | +12.9% | -10.8% | -1.3% |
| 6M | +153.8% | +1.2% | +152.6% | +149.6% |
| YTD | +256.4% | +9.3% | +247.1% | +241.8% |
| 1Y | +719.8% | -18.0% | +737.7% | +741.4% |
| 3Y | +1,360.4% | -29.0% | +1,389.4% | +1,390.4% |
| All | +1,315.7% | -8.7% | +1,324.4% | +1,124.5% |
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