+86.6%
EMR vs MOS
-26.6%
+113.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.6% | +21.6% | -23.2% | -5.8% |
| 30D | +2.0% | +12.0% | -10.0% | -0.8% |
| 3M | +3.8% | -3.9% | +7.7% | +4.0% |
| 6M | +10.5% | -3.3% | +13.8% | +10.0% |
| YTD | +23.7% | -4.6% | +28.4% | +21.6% |
| 1Y | +25.4% | -7.0% | +32.4% | +23.7% |
| 3Y | +86.6% | -24.4% | +111.0% | +84.2% |
| All | +86.6% | -26.6% | +113.2% | +84.2% |
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 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