+83,071.7%
MU vs MOS
+115.8%
+82,955.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +17.4% | -24.4% | -12.4% |
| 7D | -19.1% | +17.9% | -37.1% | -24.0% |
| 30D | -25.2% | +1.6% | -26.8% | -26.6% |
| 3M | -10.9% | -4.0% | -6.9% | -11.3% |
| 6M | +38.0% | -4.1% | +42.1% | +37.0% |
| YTD | +178.8% | -7.8% | +186.6% | +175.6% |
| 1Y | +265.1% | -15.6% | +280.7% | +269.3% |
| 3Y | +1,006.2% | -28.9% | +1,035.1% | +1,055.2% |
| 5Y | +1,027.5% | -36.8% | +1,064.3% | +1,041.7% |
| 10Y | +4,789.9% | +6.7% | +4,783.2% | +3,608.0% |
| All | +83,071.7% | +115.8% | +82,955.9% | +38,876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling