+886.2%
TER vs MOS
+8.6%
+877.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -20.5% | +21.6% | -42.1% | -25.6% |
| 30D | -47.0% | +12.0% | -59.0% | -49.2% |
| 3M | -43.3% | -3.9% | -39.4% | -43.6% |
| 6M | -42.9% | -3.3% | -39.6% | -43.5% |
| YTD | +12.9% | -4.6% | +17.5% | +11.2% |
| 1Y | +18.2% | -7.0% | +25.1% | +16.7% |
| 3Y | +151.8% | -24.4% | +176.2% | +156.2% |
| 5Y | +54.2% | -32.1% | +86.3% | +54.0% |
| All | +886.2% | +8.6% | +877.6% | +700.9% |
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