+3,594.0%
AEM vs MOS
+155.8%
+3,438.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.5% | +9.5% | -10.1% | -2.2% |
| 30D | +24.0% | +10.4% | +13.6% | +21.8% |
| 3M | +16.1% | +12.9% | +3.2% | +13.4% |
| 6M | -11.6% | +1.2% | -12.9% | -12.4% |
| YTD | +21.5% | +9.3% | +12.2% | +19.0% |
| 1Y | +39.2% | -18.0% | +57.2% | +42.6% |
| 3Y | +347.4% | -29.0% | +376.5% | +362.1% |
| 5Y | +290.1% | -9.6% | +299.7% | +275.5% |
| 10Y | +357.8% | +6.1% | +351.7% | +286.2% |
| All | +3,594.0% | +155.8% | +3,438.2% | +3,867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling