+175.2%
SO vs MOS
+8.6%
+166.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.5% | +21.6% | -23.0% | -2.9% |
| 30D | +8.1% | +12.0% | -3.9% | +7.1% |
| 3M | +0.2% | -3.9% | +4.1% | +0.3% |
| 6M | +0.4% | -3.3% | +3.7% | +0.2% |
| YTD | +8.5% | -4.6% | +13.1% | +8.1% |
| 1Y | +4.9% | -7.0% | +11.9% | +4.7% |
| 3Y | +47.9% | -24.4% | +72.3% | +48.4% |
| 5Y | +75.7% | -32.1% | +107.8% | +75.1% |
| All | +175.2% | +8.6% | +166.6% | +151.0% |
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