+12,781.7%
ECL vs MOS
+155.8%
+12,625.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.6% | +9.5% | -12.1% | -4.2% |
| 30D | -2.2% | +10.4% | -12.6% | -4.0% |
| 3M | +10.1% | +12.9% | -2.8% | +7.3% |
| 6M | -5.7% | +1.2% | -7.0% | -6.9% |
| YTD | +7.0% | +9.3% | -2.4% | +4.0% |
| 1Y | +2.7% | -18.0% | +20.6% | +4.7% |
| 3Y | +57.7% | -29.0% | +86.7% | +61.3% |
| 5Y | +31.1% | -9.6% | +40.7% | +23.3% |
| 10Y | +150.9% | +6.1% | +144.8% | +110.2% |
| All | +12,781.7% | +155.8% | +12,625.9% | +7,179.2% |
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