+432.5%
EWZ vs MOS
+153.9%
+278.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +6.5% | +9.5% | -3.0% | +3.0% |
| 30D | +4.8% | +10.4% | -5.6% | +0.9% |
| 3M | +9.9% | +12.9% | -3.0% | +4.1% |
| 6M | +1.9% | +1.2% | +0.7% | -1.0% |
| YTD | +20.3% | +9.3% | +11.0% | +13.0% |
| 1Y | +35.6% | -18.0% | +53.6% | +40.5% |
| 3Y | +43.4% | -29.0% | +72.5% | +50.3% |
| 5Y | +55.9% | -9.6% | +65.5% | +37.2% |
| 10Y | +84.2% | +6.1% | +78.1% | +29.3% |
| All | +432.5% | +153.9% | +278.6% | +159.7% |
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