+3,356.5%
AEM vs MOS
+123.1%
+3,233.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +15.8% | +21.6% | -5.8% | +11.9% |
| 30D | +6.2% | +12.0% | -5.8% | +3.9% |
| 3M | +14.3% | -3.9% | +18.2% | +14.9% |
| 6M | +1.4% | -3.3% | +4.7% | +1.5% |
| YTD | +13.7% | -4.6% | +18.4% | +13.9% |
| 1Y | +21.3% | -7.0% | +28.3% | +21.9% |
| 3Y | +309.9% | -24.4% | +334.3% | +319.4% |
| 5Y | +301.0% | -32.1% | +333.1% | +306.4% |
| 10Y | +344.0% | +10.3% | +333.7% | +270.2% |
| All | +3,356.5% | +123.1% | +3,233.4% | +3,697.3% |
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 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