+822.0%
MU vs MOS
-31.6%
+853.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +3.3% | -20.7% | -18.2% |
| 7D | -29.7% | +22.5% | -52.2% | -33.4% |
| 30D | -37.2% | +6.6% | -43.8% | -38.6% |
| 3M | -26.5% | -3.8% | -22.7% | -26.4% |
| 6M | +2.6% | -2.2% | +4.8% | +1.9% |
| YTD | +130.1% | -4.8% | +134.9% | +126.6% |
| 1Y | +176.7% | -11.7% | +188.4% | +176.9% |
| 3Y | +813.1% | -26.5% | +839.6% | +828.0% |
| 5Y | +822.0% | -32.2% | +854.2% | +710.3% |
| All | +822.0% | -31.6% | +853.5% | +710.3% |
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 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