+355.0%
SE vs MOS
+25.5%
+329.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.5% |
| 7D | -7.7% | +5.5% | -13.2% | -8.9% |
| 30D | -22.8% | +21.0% | -43.8% | -26.4% |
| 3M | -43.7% | -0.5% | -43.3% | -44.1% |
| 6M | -12.8% | +6.6% | -19.4% | -15.1% |
| YTD | -42.0% | -2.8% | -39.2% | -42.9% |
| 1Y | -48.0% | -8.1% | -39.9% | -48.2% |
| 3Y | +62.7% | -25.6% | +88.3% | +66.0% |
| 5Y | -77.8% | -29.8% | -48.0% | -77.5% |
| All | +355.0% | +25.5% | +329.6% | +244.3% |
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