+61.3%
EXE vs MOS
-32.4%
+93.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.6% | +21.6% | -28.2% | -12.5% |
| 30D | -4.0% | +12.0% | -16.0% | -7.9% |
| 3M | -7.5% | -3.9% | -3.6% | -7.2% |
| 6M | -11.7% | -3.3% | -8.3% | -12.7% |
| YTD | -22.0% | -4.6% | -17.3% | -24.3% |
| 1Y | -21.8% | -7.0% | -14.8% | -23.8% |
| 3Y | +8.0% | -24.4% | +32.4% | +8.9% |
| All | +61.3% | -32.4% | +93.7% | +48.0% |
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