+189.7%
SW vs MOS
+8.8%
+180.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +17.4% | -13.3% | +1.9% |
| 7D | +12.1% | +17.9% | -5.9% | +9.7% |
| 30D | +6.6% | +1.6% | +5.0% | +6.1% |
| 3M | -6.0% | -4.0% | -2.0% | -5.9% |
| 6M | +21.5% | -4.1% | +25.6% | +21.5% |
| YTD | +20.3% | -7.8% | +28.1% | +20.6% |
| 1Y | +28.1% | -15.6% | +43.7% | +29.5% |
| 3Y | +51.6% | -28.9% | +80.5% | +54.3% |
| 5Y | -0.1% | -36.8% | +36.7% | +2.0% |
| 10Y | +189.7% | +6.7% | +183.1% | +184.7% |
| All | +189.7% | +8.8% | +180.9% | +184.7% |
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