+8.1%
EWZ vs MOS
-16.2%
+24.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +17.4% | -15.7% | -1.1% |
| 7D | -4.1% | +17.9% | -22.0% | -6.8% |
| 30D | -25.0% | +1.6% | -26.5% | -25.3% |
| 3M | -10.6% | -4.0% | -6.6% | -10.2% |
| 6M | -16.6% | -4.1% | -12.5% | -16.5% |
| YTD | +2.5% | -7.8% | +10.3% | +1.7% |
| 1Y | +8.1% | -15.6% | +23.7% | +8.3% |
| All | +8.1% | -16.2% | +24.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling