+28.0%
EMR vs MOS
-11.5%
+39.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.5% |
| 7D | +2.7% | -2.6% | +5.2% | +3.0% |
| 30D | +2.1% | +13.5% | -11.4% | +0.1% |
| 3M | +2.3% | -2.9% | +5.2% | +2.0% |
| 6M | +22.5% | -1.0% | +23.5% | +21.1% |
| YTD | +27.2% | -7.2% | +34.4% | +26.1% |
| 1Y | +28.0% | -11.4% | +39.4% | +27.5% |
| All | +28.0% | -11.5% | +39.5% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling