+58.2%
ECL vs MOS
-29.5%
+87.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -2.6% | +9.5% | -12.1% | -3.6% |
| 30D | -2.2% | +10.4% | -12.6% | -3.3% |
| 3M | +10.1% | +12.9% | -2.8% | +8.3% |
| 6M | -5.7% | +1.2% | -7.0% | -6.5% |
| YTD | +7.0% | +9.3% | -2.4% | +5.1% |
| 1Y | +2.7% | -18.0% | +20.6% | +3.4% |
| All | +58.2% | -29.5% | +87.7% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling