+89.1%
EMR vs MOS
-28.7%
+117.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | +0.7% | +24.8% | -24.1% | -4.2% |
| 30D | +3.5% | +22.7% | -19.2% | -1.2% |
| 3M | +5.9% | -1.2% | +7.1% | +5.4% |
| 6M | +19.4% | +5.5% | +13.9% | +16.6% |
| YTD | +27.7% | -2.0% | +29.6% | +25.3% |
| 1Y | +30.9% | -7.9% | +38.9% | +30.1% |
| 3Y | +104.2% | -25.0% | +129.2% | +107.2% |
| All | +89.1% | -28.7% | +117.9% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling