+4,169.1%
EMR vs MOS
+122.8%
+4,046.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -5.4% |
| 7D | -4.8% | +22.5% | -27.3% | -9.9% |
| 30D | +0.7% | +6.6% | -5.9% | -1.4% |
| 3M | +0.4% | -3.8% | +4.2% | +0.4% |
| 6M | +18.4% | -2.2% | +20.6% | +17.3% |
| YTD | +23.9% | -4.8% | +28.7% | +22.2% |
| 1Y | +24.7% | -11.7% | +36.4% | +25.0% |
| 3Y | +86.4% | -26.5% | +112.9% | +91.4% |
| 5Y | +83.3% | -32.2% | +115.5% | +83.2% |
| 10Y | +320.2% | +10.2% | +310.0% | +240.1% |
| All | +4,169.1% | +122.8% | +4,046.2% | +2,181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling