+516.0%
ON vs MOS
+6.2%
+509.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.8% | +7.3% | +8.4% |
| 7D | -1.4% | +19.7% | -21.1% | -9.9% |
| 30D | -10.9% | +21.5% | -32.4% | -19.2% |
| 3M | -14.9% | -0.4% | -14.4% | -16.6% |
| 6M | -33.0% | +4.5% | -37.6% | -36.7% |
| YTD | +27.6% | -2.9% | +30.5% | +21.6% |
| 1Y | +44.5% | -7.7% | +52.2% | +40.1% |
| 3Y | +7.4% | -25.6% | +33.0% | +10.5% |
| 5Y | +18.7% | -31.2% | +49.9% | +14.8% |
| 10Y | +516.0% | +2.8% | +513.1% | +286.0% |
| All | +516.0% | +6.2% | +509.8% | +286.0% |
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