+61.7%
ENTG vs MOS
-7.8%
+69.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.2% |
| 7D | -9.3% | +24.8% | -34.1% | -12.3% |
| 30D | -16.4% | +22.7% | -39.0% | -19.1% |
| 3M | -3.8% | -1.2% | -2.6% | -2.7% |
| 6M | -6.9% | +5.5% | -12.5% | -8.2% |
| YTD | +65.0% | -2.0% | +66.9% | +61.5% |
| 1Y | +61.7% | -7.9% | +69.6% | +62.4% |
| All | +61.7% | -7.8% | +69.5% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling