+1,683.2%
TER vs MOS
+5.8%
+1,677.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.1% |
| 7D | +0.6% | +9.5% | -8.9% | -2.1% |
| 30D | -8.3% | +10.4% | -18.7% | -11.3% |
| 3M | -12.2% | +12.9% | -25.1% | -15.9% |
| 6M | +17.1% | +1.2% | +15.8% | +15.0% |
| YTD | +84.7% | +9.3% | +75.4% | +77.0% |
| 1Y | +199.9% | -18.0% | +217.9% | +210.1% |
| 3Y | +232.8% | -29.0% | +261.8% | +248.5% |
| 5Y | +198.6% | -9.6% | +208.2% | +175.9% |
| All | +1,683.2% | +5.8% | +1,677.3% | +1,387.4% |
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