+395.7%
EFA vs MOS
+206.3%
+189.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +0.6% | +9.5% | -8.9% | -1.5% |
| 30D | +0.9% | +10.4% | -9.6% | -1.6% |
| 3M | +4.9% | +12.9% | -8.0% | +1.3% |
| 6M | +8.6% | +1.2% | +7.3% | +6.7% |
| YTD | +14.6% | +9.3% | +5.3% | +10.3% |
| 1Y | +22.6% | -18.0% | +40.6% | +25.4% |
| 3Y | +66.5% | -29.0% | +95.5% | +71.6% |
| 5Y | +54.5% | -9.6% | +64.1% | +42.4% |
| 10Y | +144.8% | +6.1% | +138.7% | +92.1% |
| All | +395.7% | +206.3% | +189.5% | +153.1% |
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