+535.7%
ON vs MOS
+3.2%
+532.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.3% |
| 7D | -4.1% | +24.8% | -28.9% | -13.9% |
| 30D | -10.2% | +22.7% | -32.9% | -19.0% |
| 3M | -12.7% | -1.2% | -11.5% | -14.2% |
| 6M | -32.5% | +5.5% | -38.1% | -36.5% |
| YTD | +28.6% | -2.0% | +30.5% | +21.9% |
| 1Y | +43.4% | -7.9% | +51.3% | +39.2% |
| 3Y | +3.3% | -25.0% | +28.3% | +5.9% |
| 5Y | +22.5% | -27.7% | +50.2% | +15.4% |
| 10Y | +535.7% | -1.6% | +537.3% | +287.4% |
| All | +535.7% | +3.2% | +532.5% | +287.4% |
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 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