+114.1%
EEM vs MOS
+3.2%
+110.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.9% |
| 7D | -0.9% | +24.8% | -25.7% | -5.2% |
| 30D | -9.3% | +22.7% | -32.0% | -13.1% |
| 3M | -7.1% | -1.2% | -5.8% | -7.4% |
| 6M | -10.4% | +5.5% | -15.9% | -12.2% |
| YTD | +11.3% | -2.0% | +13.2% | +9.6% |
| 1Y | +11.3% | -7.9% | +19.2% | +10.6% |
| 3Y | +69.6% | -25.0% | +94.6% | +71.7% |
| 5Y | +33.6% | -27.7% | +61.4% | +29.3% |
| 10Y | +114.1% | -1.6% | +115.7% | +69.5% |
| All | +114.1% | +3.2% | +110.9% | +69.5% |
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