+599.5%
XYZ vs MOS
+8.6%
+590.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +12.1% | +21.6% | -9.4% | +5.5% |
| 30D | +12.4% | +12.0% | +0.4% | +8.1% |
| 3M | +8.2% | -3.9% | +12.1% | +8.6% |
| 6M | +20.7% | -3.3% | +24.0% | +20.1% |
| YTD | +31.3% | -4.6% | +36.0% | +28.4% |
| 1Y | +20.5% | -7.0% | +27.5% | +18.3% |
| 3Y | +72.6% | -24.4% | +97.0% | +76.4% |
| 5Y | -64.0% | -32.1% | -31.9% | -62.6% |
| All | +599.5% | +8.6% | +590.9% | +473.1% |
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