+196.8%
ECL vs MOS
+8.6%
+188.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.8% | +21.6% | -22.3% | -4.4% |
| 30D | +8.1% | +12.0% | -3.8% | +5.6% |
| 3M | +6.4% | -3.9% | +10.2% | +6.5% |
| 6M | +14.8% | -3.3% | +18.1% | +14.3% |
| YTD | +15.5% | -4.6% | +20.1% | +14.4% |
| 1Y | +20.1% | -7.0% | +27.1% | +19.4% |
| 3Y | +77.8% | -24.4% | +102.2% | +79.2% |
| 5Y | +37.9% | -32.1% | +70.0% | +34.3% |
| All | +196.8% | +8.6% | +188.1% | +126.6% |
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 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