+1,067.2%
ENTG vs MOS
+127.1%
+940.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.3% | -16.0% | -13.8% |
| 7D | -22.0% | +22.5% | -44.5% | -28.5% |
| 30D | -25.2% | +6.6% | -31.8% | -28.0% |
| 3M | -14.2% | -3.8% | -10.4% | -15.0% |
| 6M | -16.3% | -2.2% | -14.1% | -17.9% |
| YTD | +48.5% | -4.8% | +53.3% | +44.7% |
| 1Y | +41.4% | -11.7% | +53.1% | +41.1% |
| 3Y | +36.7% | -26.5% | +63.2% | +41.9% |
| 5Y | -12.5% | -32.2% | +19.7% | -11.4% |
| 10Y | +734.4% | +10.2% | +724.2% | +495.7% |
| All | +1,067.2% | +127.1% | +940.1% | +373.7% |
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