+58.4%
NDAQ vs MOS
-8.7%
+67.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.0% |
| 7D | -2.4% | +9.5% | -12.0% | -3.4% |
| 30D | +2.5% | +10.4% | -8.0% | +1.3% |
| 3M | +9.9% | +12.9% | -3.0% | +8.2% |
| 6M | +9.4% | +1.2% | +8.2% | +8.4% |
| YTD | +0.4% | +9.3% | -8.9% | -2.0% |
| 1Y | +4.0% | -18.0% | +22.0% | +5.5% |
| 3Y | +94.4% | -29.0% | +123.4% | +97.0% |
| All | +58.4% | -8.7% | +67.1% | +50.7% |
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