+144.5%
EXE vs MOS
-8.1%
+152.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | -3.9% | +19.7% | -23.6% | -9.6% |
| 30D | -2.6% | +21.5% | -24.1% | -8.9% |
| 3M | -6.9% | -0.4% | -6.4% | -7.7% |
| 6M | -9.3% | +4.5% | -13.9% | -12.7% |
| YTD | -20.7% | -2.9% | -17.8% | -23.5% |
| 1Y | -21.8% | -7.7% | -14.1% | -23.4% |
| 3Y | +16.2% | -25.6% | +41.9% | +18.4% |
| 5Y | +61.1% | -31.2% | +92.3% | +63.9% |
| All | +144.5% | -8.1% | +152.6% | +122.2% |
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