+1,077.0%
TER vs MOS
-1.8%
+1,078.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.5% |
| 7D | +5.9% | +5.5% | +0.4% | +4.2% |
| 30D | -30.8% | +21.0% | -51.7% | -35.1% |
| 3M | -29.9% | -0.5% | -29.5% | -31.0% |
| 6M | -27.5% | +6.6% | -34.0% | -30.2% |
| YTD | +37.5% | -2.8% | +40.2% | +34.7% |
| 1Y | +50.3% | -8.1% | +58.3% | +49.0% |
| 3Y | +204.9% | -25.6% | +230.5% | +212.1% |
| 5Y | +89.2% | -29.8% | +118.9% | +87.0% |
| 10Y | +1,077.0% | +0.6% | +1,076.4% | +832.9% |
| All | +1,077.0% | -1.8% | +1,078.8% | +832.9% |
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