+42.1%
ENTG vs MOS
-26.6%
+68.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -17.1% | +21.6% | -38.7% | -22.3% |
| 30D | -23.0% | +12.0% | -35.0% | -26.0% |
| 3M | -10.2% | -3.9% | -6.3% | -9.9% |
| 6M | -17.8% | -3.3% | -14.4% | -18.2% |
| YTD | +52.4% | -4.6% | +57.0% | +48.6% |
| 1Y | +49.8% | -7.0% | +56.8% | +46.9% |
| 3Y | +42.1% | -24.4% | +66.6% | +41.0% |
| All | +42.1% | -26.6% | +68.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling