+90.2%
EMR vs MOS
-33.6%
+123.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.3% |
| 30D | +3.7% | +15.3% | -11.6% | +0.2% |
| 3M | +2.0% | +1.5% | +0.5% | +0.9% |
| 6M | +22.1% | -2.0% | +24.1% | +21.1% |
| YTD | +27.2% | -6.5% | +33.8% | +26.1% |
| 1Y | +32.0% | -11.1% | +43.1% | +32.0% |
| 3Y | +103.3% | -30.3% | +133.5% | +109.5% |
| All | +90.2% | -33.6% | +123.9% | +82.4% |
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 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