+380.2%
EFA vs MOS
+172.1%
+208.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.6% |
| 7D | +1.2% | +19.7% | -18.4% | -3.1% |
| 30D | +1.5% | +21.5% | -20.0% | -3.3% |
| 3M | -3.3% | -0.4% | -2.9% | -4.0% |
| 6M | +2.6% | +4.5% | -2.0% | +0.1% |
| YTD | +11.0% | -2.9% | +13.9% | +9.1% |
| 1Y | +15.1% | -7.7% | +22.8% | +14.1% |
| 3Y | +67.6% | -25.6% | +93.3% | +70.2% |
| 5Y | +50.5% | -31.2% | +81.7% | +47.7% |
| 10Y | +144.8% | +2.8% | +142.0% | +92.2% |
| All | +380.2% | +172.1% | +208.2% | +150.3% |
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