-21.8%
EXE vs MOS
-11.3%
-10.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.6% | +21.6% | -28.2% | -6.8% |
| 30D | -4.0% | +12.0% | -16.0% | -4.0% |
| 3M | -7.5% | -3.9% | -3.6% | -7.0% |
| 6M | -11.7% | -3.3% | -8.3% | -11.0% |
| YTD | -22.0% | -4.6% | -17.3% | -22.3% |
| 1Y | -21.8% | -7.0% | -14.8% | -21.1% |
| All | -21.8% | -11.3% | -10.5% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling