+142.4%
EFA vs MOS
+11.1%
+131.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.0% |
| 7D | +1.2% | +7.1% | -5.9% | 0.0% |
| 30D | -0.7% | +15.0% | -15.8% | -3.3% |
| 3M | +6.4% | +24.1% | -17.7% | +1.9% |
| 6M | +11.4% | +2.7% | +8.7% | +9.7% |
| YTD | +14.0% | +12.2% | +1.8% | +10.2% |
| 1Y | +20.2% | -16.3% | +36.5% | +22.0% |
| 3Y | +68.2% | -23.3% | +91.5% | +70.0% |
| 5Y | +54.8% | -4.2% | +59.0% | +43.1% |
| 10Y | +142.4% | +12.6% | +129.8% | +98.0% |
| All | +142.4% | +11.1% | +131.3% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling