+761.8%
EEM vs MOS
+242.9%
+518.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.7% |
| 7D | +0.7% | +5.5% | -4.8% | -1.0% |
| 30D | -6.2% | +21.0% | -27.2% | -12.1% |
| 3M | -5.2% | -0.5% | -4.7% | -6.2% |
| 6M | -8.1% | +6.6% | -14.7% | -11.6% |
| YTD | +14.0% | -2.8% | +16.8% | +11.1% |
| 1Y | +13.8% | -8.1% | +21.9% | +12.4% |
| 3Y | +73.7% | -25.6% | +99.3% | +76.5% |
| 5Y | +34.6% | -29.8% | +64.3% | +28.5% |
| 10Y | +123.6% | +0.6% | +123.0% | +58.9% |
| All | +761.8% | +242.9% | +518.8% | +261.1% |
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