+346.5%
RF vs MOS
+5.8%
+340.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +1.3% | +9.5% | -8.2% | -2.3% |
| 30D | -3.6% | +10.4% | -14.0% | -7.7% |
| 3M | +8.1% | +12.9% | -4.8% | +1.7% |
| 6M | +11.5% | +1.2% | +10.2% | +7.3% |
| YTD | +15.6% | +9.3% | +6.3% | +7.0% |
| 1Y | +15.7% | -18.0% | +33.7% | +19.5% |
| 3Y | +86.9% | -29.0% | +115.9% | +96.6% |
| 5Y | +89.8% | -9.6% | +99.4% | +59.2% |
| All | +346.5% | +5.8% | +340.7% | +172.5% |
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