+250.7%
AEM vs MOS
-32.9%
+283.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.0% |
| 7D | -5.6% | -2.6% | -3.1% | -5.0% |
| 30D | -3.9% | +13.5% | -17.3% | -6.8% |
| 3M | -3.4% | -2.9% | -0.5% | -3.2% |
| 6M | -9.0% | -1.0% | -8.0% | -9.5% |
| YTD | +5.9% | -7.2% | +13.1% | +6.8% |
| 1Y | +4.0% | -11.4% | +15.4% | +5.6% |
| 3Y | +298.8% | -29.0% | +327.8% | +312.9% |
| 5Y | +250.7% | -34.0% | +284.7% | +297.2% |
| All | +250.7% | -32.9% | +283.7% | +297.2% |
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