+346.7%
EWZ vs MOS
+121.2%
+225.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.7% |
| 7D | -4.2% | +22.5% | -26.7% | -11.6% |
| 30D | -26.1% | +6.6% | -32.8% | -28.5% |
| 3M | -12.0% | -3.8% | -8.2% | -11.9% |
| 6M | -19.3% | -2.2% | -17.1% | -20.4% |
| YTD | +0.9% | -4.8% | +5.7% | -1.3% |
| 1Y | +3.4% | -11.7% | +15.1% | +3.5% |
| 3Y | +18.6% | -26.5% | +45.1% | +21.6% |
| 5Y | +56.6% | -32.2% | +88.8% | +52.9% |
| 10Y | +50.3% | +10.2% | +40.1% | +2.5% |
| All | +346.7% | +121.2% | +225.5% | +126.8% |
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