+23.7%
EXC vs MOS
-29.5%
+53.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | +0.3% | +9.5% | -9.2% | -0.1% |
| 30D | -3.7% | +10.4% | -14.1% | -4.2% |
| 3M | -1.3% | +12.9% | -14.2% | -1.9% |
| 6M | -9.7% | +1.2% | -10.9% | -9.9% |
| YTD | +2.9% | +9.3% | -6.4% | +1.7% |
| 1Y | +4.4% | -18.0% | +22.4% | +5.1% |
| All | +23.7% | -29.5% | +53.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling