+724.1%
EEM vs MOS
+236.3%
+487.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -2.8% | +21.6% | -24.4% | -8.9% |
| 30D | -11.9% | +12.0% | -23.9% | -15.6% |
| 3M | -8.8% | -3.9% | -4.9% | -8.8% |
| 6M | -11.6% | -3.3% | -8.3% | -12.5% |
| YTD | +9.0% | -4.6% | +13.7% | +6.9% |
| 1Y | +10.6% | -7.0% | +17.5% | +8.8% |
| 3Y | +64.4% | -24.4% | +88.8% | +66.0% |
| 5Y | +31.0% | -32.1% | +63.2% | +26.5% |
| 10Y | +105.6% | +10.3% | +95.3% | +40.6% |
| All | +724.1% | +236.3% | +487.8% | +247.4% |
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