+587.7%
XYZ vs MOS
+8.5%
+579.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -5.1% |
| 7D | +9.2% | +22.5% | -13.3% | +2.5% |
| 30D | +9.8% | +6.6% | +3.2% | +7.2% |
| 3M | -0.2% | -3.8% | +3.6% | +0.2% |
| 6M | +18.0% | -2.2% | +20.2% | +16.9% |
| YTD | +29.1% | -4.8% | +33.9% | +26.3% |
| 1Y | +14.1% | -11.7% | +25.8% | +14.1% |
| 3Y | +72.6% | -26.5% | +99.2% | +78.0% |
| 5Y | -64.6% | -32.2% | -32.4% | -63.3% |
| All | +587.7% | +8.5% | +579.2% | +463.7% |
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