-24.8%
U vs MOS
+34.4%
-59.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.6% |
| 7D | +32.3% | +19.7% | +12.7% | +26.1% |
| 30D | +9.7% | +21.5% | -11.8% | +4.0% |
| 3M | +19.6% | -0.4% | +20.0% | +18.8% |
| 6M | +82.6% | +4.5% | +78.1% | +78.4% |
| YTD | +16.4% | -2.9% | +19.3% | +13.9% |
| 1Y | +28.5% | -7.7% | +36.2% | +27.0% |
| 3Y | +103.8% | -25.6% | +129.4% | +109.9% |
| 5Y | -70.0% | -31.2% | -38.9% | -68.3% |
| All | -24.8% | +34.4% | -59.2% | -16.6% |
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