+6,469.7%
OMC vs MOS
+129.4%
+6,340.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +6.8% | +24.8% | -18.0% | +2.4% |
| 30D | +16.2% | +22.7% | -6.5% | +11.6% |
| 3M | +6.0% | -1.2% | +7.2% | +5.6% |
| 6M | +17.7% | +5.5% | +12.2% | +15.3% |
| YTD | +13.5% | -2.0% | +15.4% | +11.7% |
| 1Y | +27.2% | -7.9% | +35.1% | +26.4% |
| 3Y | +30.4% | -25.0% | +55.4% | +32.0% |
| 5Y | +53.5% | -27.7% | +81.2% | +50.9% |
| 10Y | +57.0% | -1.6% | +58.6% | +34.2% |
| All | +6,469.7% | +129.4% | +6,340.3% | +3,915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling