+44.6%
EEM vs MOS
-8.7%
+53.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +2.3% | +9.5% | -7.2% | +1.0% |
| 30D | +4.5% | +10.4% | -5.9% | +2.9% |
| 3M | -0.1% | +12.9% | -12.9% | -2.1% |
| 6M | +16.9% | +1.2% | +15.7% | +15.7% |
| YTD | +26.2% | +9.3% | +16.9% | +23.2% |
| 1Y | +40.5% | -18.0% | +58.5% | +42.8% |
| 3Y | +86.2% | -29.0% | +115.2% | +88.7% |
| All | +44.6% | -8.7% | +53.3% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling