+34.2%
OMC vs MOS
+8.6%
+25.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | -6.4% | +9.5% | -15.9% | -8.3% |
| 30D | +1.1% | +10.4% | -9.3% | -1.2% |
| 3M | +10.4% | +12.9% | -2.5% | +7.0% |
| 6M | -1.7% | +1.2% | -2.9% | -3.4% |
| YTD | +4.4% | +9.3% | -4.9% | +0.7% |
| 1Y | +8.4% | -18.0% | +26.4% | +10.7% |
| 3Y | +14.4% | -29.0% | +43.4% | +17.6% |
| 5Y | +33.9% | -9.6% | +43.5% | +22.9% |
| All | +34.2% | +8.6% | +25.5% | +8.4% |
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