+995.4%
TER vs MOS
-3.5%
+998.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +14.4% | -2.0% | +16.3% | +15.0% |
| 30D | -30.6% | +15.3% | -45.9% | -34.1% |
| 3M | -39.2% | +1.5% | -40.7% | -40.4% |
| 6M | -31.3% | -2.0% | -29.3% | -32.2% |
| YTD | +29.1% | -6.5% | +35.6% | +27.8% |
| 1Y | +47.4% | -11.1% | +58.5% | +47.5% |
| 3Y | +191.2% | -30.3% | +221.5% | +203.6% |
| 5Y | +74.0% | -33.5% | +107.5% | +74.6% |
| All | +995.4% | -3.5% | +998.9% | +775.5% |
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