+18.7%
AEM vs MOS
-16.2%
+34.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +17.4% | -7.7% | +3.1% |
| 7D | +0.2% | +17.9% | -17.8% | -6.0% |
| 30D | +0.1% | +1.6% | -1.5% | -1.2% |
| 3M | +22.1% | -4.0% | +26.1% | +22.6% |
| 6M | +2.4% | -4.1% | +6.5% | +2.2% |
| YTD | +8.9% | -7.8% | +16.7% | +11.8% |
| 1Y | +18.7% | -15.6% | +34.3% | +23.4% |
| All | +18.7% | -16.2% | +34.9% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling