+155.6%
EWJ vs MOS
+5.2%
+150.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +2.5% | +9.5% | -7.0% | +0.9% |
| 30D | +3.3% | +10.4% | -7.1% | +1.3% |
| 3M | +5.0% | +12.9% | -7.9% | +2.3% |
| 6M | +11.5% | +1.2% | +10.3% | +10.2% |
| YTD | +22.4% | +9.3% | +13.1% | +19.0% |
| 1Y | +30.2% | -18.0% | +48.2% | +32.6% |
| 3Y | +72.8% | -29.0% | +101.8% | +77.2% |
| 5Y | +54.1% | -9.6% | +63.7% | +45.6% |
| 10Y | +140.6% | +6.1% | +134.5% | +101.8% |
| All | +155.6% | +5.2% | +150.4% | +59.5% |
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