+280.0%
EMR vs MOS
+3.2%
+276.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.5% |
| 7D | +0.7% | +24.8% | -24.1% | -6.4% |
| 30D | +3.5% | +22.7% | -19.2% | -3.4% |
| 3M | +5.9% | -1.2% | +7.1% | +5.0% |
| 6M | +19.4% | +5.5% | +13.9% | +15.2% |
| YTD | +27.7% | -2.0% | +29.6% | +24.1% |
| 1Y | +30.9% | -7.9% | +38.9% | +29.4% |
| 3Y | +104.2% | -25.0% | +129.2% | +108.7% |
| 5Y | +89.6% | -27.7% | +117.4% | +79.4% |
| 10Y | +280.0% | -1.6% | +281.6% | +160.1% |
| All | +280.0% | +3.2% | +276.8% | +160.1% |
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 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