+102.6%
V vs MOS
-31.6%
+134.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.5% |
| 7D | +2.9% | +22.5% | -19.6% | +0.8% |
| 30D | +14.0% | +6.6% | +7.4% | +13.1% |
| 3M | +14.9% | -3.8% | +18.7% | +14.9% |
| 6M | +31.7% | -2.2% | +33.9% | +31.2% |
| YTD | +21.2% | -4.8% | +26.0% | +20.1% |
| 1Y | +25.3% | -11.7% | +37.0% | +25.1% |
| 3Y | +77.5% | -26.5% | +104.0% | +77.7% |
| 5Y | +102.6% | -32.2% | +134.8% | +85.1% |
| All | +102.6% | -31.6% | +134.1% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling