+32.2%
EEM vs MOS
-32.9%
+65.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.8% |
| 7D | +5.3% | -2.6% | +7.9% | +5.7% |
| 30D | -7.0% | +13.5% | -20.4% | -8.9% |
| 3M | -8.0% | -2.9% | -5.1% | -8.0% |
| 6M | -6.6% | -1.0% | -5.6% | -7.2% |
| YTD | +12.3% | -7.2% | +19.5% | +11.9% |
| 1Y | +12.2% | -11.4% | +23.6% | +12.3% |
| 3Y | +71.2% | -29.0% | +100.2% | +73.5% |
| 5Y | +32.2% | -34.0% | +66.2% | +27.7% |
| All | +32.2% | -32.9% | +65.2% | +27.7% |
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