+43.8%
EXC vs MOS
-32.4%
+76.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.2% | +21.6% | -22.8% | -2.7% |
| 30D | +10.0% | +12.0% | -2.0% | +8.8% |
| 3M | +1.6% | -3.9% | +5.5% | +1.7% |
| 6M | +3.3% | -3.3% | +6.6% | +3.1% |
| YTD | +7.6% | -4.6% | +12.2% | +6.8% |
| 1Y | +3.5% | -7.0% | +10.4% | +2.9% |
| 3Y | +27.7% | -24.4% | +52.1% | +28.1% |
| All | +43.8% | -32.4% | +76.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling