+301.5%
EMR vs MOS
+6.2%
+295.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.9% |
| 7D | +2.1% | +19.7% | -17.5% | -3.8% |
| 30D | +4.8% | +21.5% | -16.8% | -2.0% |
| 3M | +7.5% | -0.4% | +7.9% | +6.3% |
| 6M | +20.9% | +4.5% | +16.3% | +16.9% |
| YTD | +29.2% | -2.9% | +32.1% | +25.9% |
| 1Y | +33.0% | -7.7% | +40.7% | +31.3% |
| 3Y | +109.8% | -25.6% | +135.4% | +115.0% |
| 5Y | +91.9% | -31.2% | +123.1% | +84.8% |
| 10Y | +301.5% | +2.8% | +298.7% | +168.2% |
| All | +301.5% | +6.2% | +295.4% | +168.2% |
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