+302.8%
AEM vs MOS
-8.7%
+311.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -0.5% | +9.5% | -10.1% | -2.5% |
| 30D | +24.0% | +10.4% | +13.6% | +21.3% |
| 3M | +16.1% | +12.9% | +3.2% | +12.7% |
| 6M | -11.6% | +1.2% | -12.9% | -12.7% |
| YTD | +21.5% | +9.3% | +12.2% | +18.7% |
| 1Y | +39.2% | -18.0% | +57.2% | +42.3% |
| 3Y | +347.4% | -29.0% | +376.5% | +359.0% |
| All | +302.8% | -8.7% | +311.5% | +363.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling