+64.6%
EMR vs MOS
-29.5%
+94.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -1.5% | +9.5% | -11.1% | -3.5% |
| 30D | -5.6% | +10.4% | -16.0% | -7.8% |
| 3M | +7.9% | +12.9% | -4.9% | +4.4% |
| 6M | +6.0% | +1.2% | +4.8% | +3.9% |
| YTD | +16.4% | +9.3% | +7.1% | +11.8% |
| 1Y | +16.6% | -18.0% | +34.6% | +20.1% |
| All | +64.6% | -29.5% | +94.1% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling