+379.5%
SE vs MOS
+25.3%
+354.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | +3.3% | +19.7% | -16.4% | -1.2% |
| 30D | -18.2% | +21.5% | -39.7% | -22.0% |
| 3M | -31.3% | -0.4% | -30.8% | -31.7% |
| 6M | -10.1% | +4.5% | -14.6% | -12.1% |
| YTD | -38.9% | -2.9% | -36.0% | -39.8% |
| 1Y | -48.0% | -7.7% | -40.3% | -48.3% |
| 3Y | +78.8% | -25.6% | +104.5% | +82.5% |
| 5Y | -77.1% | -31.2% | -46.0% | -76.7% |
| All | +379.5% | +25.3% | +354.1% | +262.9% |
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