+196.4%
SO vs MOS
-3.5%
+199.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +1.4% | -2.0% | +3.3% | +1.5% |
| 30D | +4.7% | +15.3% | -10.6% | +3.5% |
| 3M | +1.7% | +1.5% | +0.2% | +1.4% |
| 6M | +2.2% | -2.0% | +4.1% | +1.9% |
| YTD | +10.0% | -6.5% | +16.5% | +9.7% |
| 1Y | +6.0% | -11.1% | +17.1% | +6.1% |
| 3Y | +54.1% | -30.3% | +84.4% | +55.6% |
| 5Y | +79.6% | -33.5% | +113.2% | +79.3% |
| All | +196.4% | -3.5% | +199.9% | +162.7% |
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