+366.2%
EFA vs MOS
+167.2%
+199.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.4% | +21.6% | -23.0% | -6.0% |
| 30D | -1.2% | +12.0% | -13.1% | -4.2% |
| 3M | -5.1% | -3.9% | -1.2% | -5.0% |
| 6M | -1.2% | -3.3% | +2.1% | -1.9% |
| YTD | +7.8% | -4.6% | +12.4% | +6.3% |
| 1Y | +12.2% | -7.0% | +19.1% | +11.0% |
| 3Y | +61.5% | -24.4% | +85.9% | +63.3% |
| 5Y | +45.8% | -32.1% | +77.9% | +43.5% |
| 10Y | +141.8% | +10.3% | +131.5% | +86.2% |
| All | +366.2% | +167.2% | +199.0% | +144.0% |
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 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