+16.2%
ENTG vs MOS
-8.7%
+25.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.7% | +5.7% |
| 7D | +2.8% | +9.5% | -6.7% | -0.2% |
| 30D | -4.7% | +10.4% | -15.1% | -8.1% |
| 3M | -0.7% | +12.9% | -13.6% | -5.4% |
| 6M | +7.7% | +1.2% | +6.5% | +4.9% |
| YTD | +65.1% | +9.3% | +55.8% | +56.0% |
| 1Y | +74.8% | -18.0% | +92.8% | +81.9% |
| 3Y | +36.9% | -29.0% | +65.9% | +43.6% |
| All | +16.2% | -8.7% | +25.0% | +7.3% |
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