+375.9%
AEM vs MOS
+6.2%
+369.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.6% |
| 7D | +17.8% | +19.7% | -1.8% | +15.1% |
| 30D | +6.2% | +21.5% | -15.3% | +3.5% |
| 3M | +12.5% | -0.4% | +13.0% | +12.3% |
| 6M | +4.4% | +4.5% | -0.1% | +3.5% |
| YTD | +19.2% | -2.9% | +22.1% | +19.1% |
| 1Y | +25.5% | -7.7% | +33.2% | +26.0% |
| 3Y | +346.4% | -25.6% | +372.1% | +352.9% |
| 5Y | +305.7% | -31.2% | +336.8% | +317.2% |
| 10Y | +375.9% | +2.8% | +373.1% | +360.3% |
| All | +375.9% | +6.2% | +369.8% | +360.3% |
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