+42.6%
EWZ vs MOS
+8.5%
+34.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.5% |
| 7D | -4.2% | +22.5% | -26.7% | -10.2% |
| 30D | -26.1% | +6.6% | -32.8% | -28.0% |
| 3M | -12.0% | -3.8% | -8.2% | -11.8% |
| 6M | -19.3% | -2.2% | -17.1% | -20.1% |
| YTD | +0.9% | -4.8% | +5.7% | -0.8% |
| 1Y | +3.4% | -11.7% | +15.1% | +3.7% |
| 3Y | +18.6% | -26.5% | +45.1% | +21.6% |
| 5Y | +56.6% | -32.2% | +88.8% | +53.1% |
| All | +42.6% | +8.5% | +34.1% | +0.3% |
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 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