+126.0%
EWJ vs MOS
+6.2%
+119.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.4% |
| 7D | -1.5% | +19.7% | -21.1% | -4.3% |
| 30D | -6.5% | +21.5% | -28.0% | -9.4% |
| 3M | -5.6% | -0.4% | -5.2% | -6.0% |
| 6M | -0.3% | +4.5% | -4.8% | -1.8% |
| YTD | +13.9% | -2.9% | +16.8% | +12.7% |
| 1Y | +14.6% | -7.7% | +22.3% | +14.1% |
| 3Y | +66.6% | -25.6% | +92.3% | +68.6% |
| 5Y | +47.7% | -31.2% | +78.8% | +45.9% |
| 10Y | +126.0% | +2.8% | +123.2% | +95.0% |
| All | +126.0% | +6.2% | +119.9% | +95.0% |
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 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