+495.0%
NDAQ vs MOS
+0.4%
+494.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | 0.0% | +5.5% | -5.5% | -0.7% |
| 30D | +16.3% | +21.0% | -4.6% | +13.2% |
| 3M | +15.8% | -0.5% | +16.3% | +15.3% |
| 6M | +24.8% | +6.6% | +18.2% | +22.7% |
| YTD | +14.1% | -2.8% | +16.8% | +12.4% |
| 1Y | +26.5% | -8.1% | +34.6% | +25.6% |
| 3Y | +119.1% | -25.6% | +144.7% | +120.5% |
| 5Y | +70.9% | -29.8% | +100.7% | +68.8% |
| All | +495.0% | +0.4% | +494.6% | +410.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling