+61.3%
NDAQ vs MOS
-31.6%
+92.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.0% |
| 7D | +1.2% | +22.5% | -21.3% | -1.1% |
| 30D | +15.8% | +6.6% | +9.1% | +14.8% |
| 3M | +13.4% | -3.8% | +17.2% | +13.4% |
| 6M | +20.9% | -2.2% | +23.1% | +20.4% |
| YTD | +11.1% | -4.8% | +15.9% | +9.7% |
| 1Y | +26.5% | -11.7% | +38.2% | +26.1% |
| 3Y | +121.5% | -26.5% | +148.0% | +122.2% |
| 5Y | +61.3% | -32.2% | +93.5% | +48.7% |
| All | +61.3% | -31.6% | +92.9% | +48.7% |
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