+217.0%
W vs MOS
+3.2%
+213.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.1% |
| 7D | +1.1% | +24.8% | -23.7% | -7.6% |
| 30D | +6.4% | +22.7% | -16.3% | -2.4% |
| 3M | +9.0% | -1.2% | +10.2% | +8.0% |
| 6M | +69.8% | +5.5% | +64.3% | +63.7% |
| YTD | +12.1% | -2.0% | +14.0% | +8.8% |
| 1Y | 0.0% | -7.9% | +8.0% | -0.8% |
| 3Y | +160.3% | -25.0% | +185.3% | +173.4% |
| 5Y | -53.3% | -27.7% | -25.6% | -53.4% |
| 10Y | +217.0% | -1.6% | +218.5% | +103.0% |
| All | +217.0% | +3.2% | +213.8% | +103.0% |
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