+452.4%
ON vs MOS
+8.6%
+443.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -11.7% | +21.6% | -33.3% | -19.9% |
| 30D | -23.3% | +12.0% | -35.2% | -28.0% |
| 3M | -19.2% | -3.9% | -15.3% | -19.6% |
| 6M | -40.1% | -3.3% | -36.8% | -41.5% |
| YTD | +16.9% | -4.6% | +21.6% | +12.2% |
| 1Y | +29.7% | -7.0% | +36.7% | +25.1% |
| 3Y | -4.4% | -24.4% | +20.0% | -2.7% |
| 5Y | +7.1% | -32.1% | +39.2% | +4.1% |
| All | +452.4% | +8.6% | +443.8% | +261.1% |
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