+854.3%
EEM vs MOS
+285.6%
+568.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +2.3% | +9.5% | -7.2% | -0.5% |
| 30D | +4.5% | +10.4% | -5.9% | +1.2% |
| 3M | -0.1% | +12.9% | -12.9% | -4.4% |
| 6M | +16.9% | +1.2% | +15.7% | +14.3% |
| YTD | +26.2% | +9.3% | +16.9% | +19.9% |
| 1Y | +40.5% | -18.0% | +58.5% | +44.7% |
| 3Y | +86.2% | -29.0% | +115.2% | +93.2% |
| 5Y | +45.5% | -9.6% | +55.0% | +28.6% |
| 10Y | +128.6% | +6.1% | +122.6% | +61.5% |
| All | +854.3% | +285.6% | +568.7% | +289.8% |
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