+82.7%
O vs MOS
+3.2%
+79.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +3.5% | +24.8% | -21.3% | -0.7% |
| 30D | +10.4% | +22.7% | -12.3% | +6.1% |
| 3M | -2.4% | -1.2% | -1.2% | -2.8% |
| 6M | -1.2% | +5.5% | -6.8% | -3.3% |
| YTD | +10.4% | -2.0% | +12.4% | +8.6% |
| 1Y | +11.4% | -7.9% | +19.4% | +10.7% |
| 3Y | +40.4% | -25.0% | +65.4% | +41.7% |
| 5Y | +12.1% | -27.7% | +39.9% | +6.9% |
| 10Y | +82.7% | -1.6% | +84.3% | +17.3% |
| All | +82.7% | +3.2% | +79.5% | +17.3% |
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 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