+78.2%
O vs MOS
+6.2%
+72.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.5% |
| 7D | +3.3% | +19.7% | -16.3% | -0.1% |
| 30D | +10.3% | +21.5% | -11.2% | +6.3% |
| 3M | -3.5% | -0.4% | -3.0% | -3.9% |
| 6M | -1.3% | +4.5% | -5.8% | -3.2% |
| YTD | +10.3% | -2.9% | +13.2% | +8.7% |
| 1Y | +10.4% | -7.7% | +18.1% | +9.6% |
| 3Y | +40.0% | -25.6% | +65.6% | +41.5% |
| 5Y | +12.4% | -31.2% | +43.5% | +8.4% |
| 10Y | +78.2% | +2.8% | +75.4% | +17.1% |
| All | +78.2% | +6.2% | +72.1% | +17.1% |
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