+197.5%
ECL vs MOS
-4.2%
+201.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.4% | -0.3% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | +6.6% | +13.5% | -6.9% | +3.8% |
| 3M | +9.6% | -2.9% | +12.5% | +9.5% |
| 6M | +21.6% | -1.0% | +22.6% | +20.6% |
| YTD | +16.9% | -7.2% | +24.1% | +16.4% |
| 1Y | +17.9% | -11.4% | +29.3% | +18.2% |
| 3Y | +76.5% | -29.0% | +105.5% | +80.1% |
| 5Y | +36.6% | -34.0% | +70.6% | +33.8% |
| All | +197.5% | -4.2% | +201.7% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling