+343.3%
AEM vs MOS
+11.1%
+332.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | +4.3% | +7.1% | -2.7% | +3.4% |
| 30D | +13.1% | +15.0% | -1.9% | +11.1% |
| 3M | +24.8% | +24.1% | +0.7% | +21.3% |
| 6M | -8.2% | +2.7% | -11.0% | -9.0% |
| YTD | +19.8% | +12.2% | +7.6% | +17.9% |
| 1Y | +32.1% | -16.3% | +48.4% | +33.5% |
| 3Y | +348.2% | -23.3% | +371.5% | +351.5% |
| 5Y | +297.5% | -4.2% | +301.6% | +297.9% |
| 10Y | +343.3% | +12.6% | +330.7% | +352.4% |
| All | +343.3% | +11.1% | +332.2% | +352.4% |
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 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