+770.1%
ENTG vs MOS
+6.2%
+763.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.8% | +7.6% | +8.9% |
| 7D | -7.6% | +19.7% | -27.2% | -13.2% |
| 30D | -15.5% | +21.5% | -37.0% | -21.1% |
| 3M | -7.8% | -0.4% | -7.4% | -9.2% |
| 6M | -5.9% | +4.5% | -10.5% | -9.0% |
| YTD | +66.7% | -2.9% | +69.6% | +62.6% |
| 1Y | +62.1% | -7.7% | +69.8% | +60.2% |
| 3Y | +56.3% | -25.6% | +81.9% | +61.2% |
| 5Y | -3.8% | -31.2% | +27.3% | -2.0% |
| 10Y | +770.1% | +2.8% | +767.2% | +640.9% |
| All | +770.1% | +6.2% | +763.9% | +640.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling