+210.1%
W vs MOS
-3.5%
+213.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +0.2% | -2.0% | +2.1% | +0.9% |
| 30D | +6.8% | +15.3% | -8.5% | +0.3% |
| 3M | +10.7% | +1.5% | +9.2% | +8.5% |
| 6M | +86.3% | -2.0% | +88.3% | +84.9% |
| YTD | +11.5% | -6.5% | +18.0% | +10.2% |
| 1Y | +5.1% | -11.1% | +16.2% | +5.7% |
| 3Y | +171.0% | -30.3% | +201.2% | +193.0% |
| 5Y | -56.6% | -33.5% | -23.1% | -55.3% |
| All | +210.1% | -3.5% | +213.6% | +102.1% |
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 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