+43.6%
EWZ vs MOS
+8.6%
+34.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | +21.6% | -23.1% | -7.5% |
| 30D | -24.5% | +12.0% | -36.5% | -27.5% |
| 3M | -10.7% | -3.9% | -6.8% | -10.4% |
| 6M | -19.1% | -3.3% | -15.8% | -19.6% |
| YTD | +1.6% | -4.6% | +6.3% | -0.1% |
| 1Y | +4.3% | -7.0% | +11.3% | +3.0% |
| 3Y | +19.0% | -24.4% | +43.4% | +20.9% |
| 5Y | +57.7% | -32.1% | +89.8% | +54.1% |
| All | +43.6% | +8.6% | +34.9% | +0.9% |
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