+35.1%
OMC vs MOS
-8.7%
+43.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | -6.4% | +9.5% | -15.9% | -7.8% |
| 30D | +1.1% | +10.4% | -9.3% | -0.6% |
| 3M | +10.4% | +12.9% | -2.5% | +7.9% |
| 6M | -1.7% | +1.2% | -2.9% | -2.9% |
| YTD | +4.4% | +9.3% | -4.9% | +1.6% |
| 1Y | +8.4% | -18.0% | +26.4% | +10.4% |
| 3Y | +14.4% | -29.0% | +43.4% | +16.7% |
| All | +35.1% | -8.7% | +43.8% | +19.4% |
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 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