+137.9%
EWJ vs MOS
-6.6%
+144.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.3% |
| 7D | -1.5% | +19.7% | -21.1% | -4.8% |
| 30D | -6.5% | +21.5% | -28.0% | -10.0% |
| 3M | -5.6% | -0.4% | -5.2% | -6.1% |
| 6M | -0.3% | +4.5% | -4.8% | -2.1% |
| YTD | +13.9% | -2.9% | +16.8% | +12.5% |
| 1Y | +14.6% | -7.7% | +22.3% | +13.9% |
| 3Y | +66.6% | -25.6% | +92.3% | +69.0% |
| 5Y | +47.7% | -31.2% | +78.8% | +46.2% |
| 10Y | +126.0% | +2.8% | +123.2% | +89.7% |
| All | +137.9% | -6.6% | +144.5% | +50.8% |
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