+523.3%
ON vs MOS
-3.5%
+526.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.4% | -3.9% |
| 7D | +12.2% | -2.0% | +14.2% | +13.2% |
| 30D | -3.1% | +15.3% | -18.4% | -10.3% |
| 3M | -12.9% | +1.5% | -14.4% | -15.4% |
| 6M | -38.6% | -2.0% | -36.6% | -40.3% |
| YTD | +31.2% | -6.5% | +37.8% | +26.9% |
| 1Y | +47.6% | -11.1% | +58.7% | +45.3% |
| 3Y | +6.6% | -30.3% | +36.9% | +12.9% |
| 5Y | +21.3% | -33.5% | +54.8% | +18.7% |
| All | +523.3% | -3.5% | +526.8% | +284.3% |
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