+138.5%
EWJ vs MOS
+11.1%
+127.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.7% |
| 7D | +2.9% | +7.1% | -4.2% | +1.8% |
| 30D | +1.1% | +15.0% | -14.0% | -1.1% |
| 3M | +7.1% | +24.1% | -17.0% | +3.3% |
| 6M | +16.2% | +2.7% | +13.5% | +14.7% |
| YTD | +22.0% | +12.2% | +9.8% | +18.6% |
| 1Y | +26.2% | -16.3% | +42.5% | +27.9% |
| 3Y | +73.5% | -23.3% | +96.7% | +75.0% |
| 5Y | +52.7% | -4.2% | +56.9% | +43.5% |
| 10Y | +138.5% | +12.6% | +125.9% | +108.6% |
| All | +138.5% | +11.1% | +127.4% | +108.6% |
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