+583.6%
ON vs MOS
+5.8%
+577.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +2.4% | +9.5% | -7.1% | -1.7% |
| 30D | -3.3% | +10.4% | -13.7% | -8.0% |
| 3M | -43.6% | +12.9% | -56.5% | -47.5% |
| 6M | +19.0% | +1.2% | +17.7% | +14.2% |
| YTD | +37.4% | +9.3% | +28.0% | +26.3% |
| 1Y | +54.8% | -18.0% | +72.7% | +61.2% |
| 3Y | -25.2% | -29.0% | +3.9% | -20.2% |
| 5Y | +62.7% | -9.6% | +72.3% | +38.3% |
| All | +583.6% | +5.8% | +577.8% | +331.0% |
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