+484.0%
V vs MOS
-3.5%
+487.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.9% | -2.0% | +2.9% | +1.2% |
| 30D | +9.0% | +15.3% | -6.3% | +6.1% |
| 3M | +16.7% | +1.5% | +15.2% | +15.7% |
| 6M | +33.4% | -2.0% | +35.4% | +32.4% |
| YTD | +22.4% | -6.5% | +28.9% | +21.0% |
| 1Y | +27.7% | -11.1% | +38.7% | +27.3% |
| 3Y | +78.0% | -30.3% | +108.2% | +81.1% |
| 5Y | +108.5% | -33.5% | +142.0% | +103.7% |
| All | +484.0% | -3.5% | +487.5% | +356.7% |
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