+454.5%
V vs MOS
+3.2%
+451.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +0.6% | +24.8% | -24.2% | -3.2% |
| 30D | +9.7% | +22.7% | -12.9% | +5.8% |
| 3M | +17.3% | -1.2% | +18.5% | +16.8% |
| 6M | +33.2% | +5.5% | +27.7% | +30.6% |
| YTD | +21.3% | -2.0% | +23.3% | +19.1% |
| 1Y | +27.3% | -7.9% | +35.3% | +26.3% |
| 3Y | +76.1% | -25.0% | +101.1% | +76.9% |
| 5Y | +103.5% | -27.7% | +131.2% | +95.8% |
| 10Y | +454.5% | -1.6% | +456.0% | +332.0% |
| All | +454.5% | +3.2% | +451.3% | +332.0% |
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