+319.1%
AEM vs MOS
-25.3%
+344.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.1% |
| 7D | +1.4% | +5.5% | -4.1% | -0.2% |
| 30D | -1.2% | +21.0% | -22.1% | -6.6% |
| 3M | +2.5% | -0.5% | +3.0% | +1.9% |
| 6M | -5.1% | +6.6% | -11.7% | -7.7% |
| YTD | +10.4% | -2.8% | +13.2% | +10.1% |
| 1Y | +11.8% | -8.1% | +19.8% | +12.5% |
| All | +319.1% | -25.3% | +344.4% | +343.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling