+76.0%
EXE vs MOS
-30.3%
+106.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | -2.2% | +24.8% | -27.0% | -9.0% |
| 30D | -0.3% | +22.7% | -23.0% | -6.9% |
| 3M | -9.3% | -1.2% | -8.1% | -9.8% |
| 6M | -7.2% | +5.5% | -12.8% | -10.8% |
| YTD | -18.9% | -2.0% | -17.0% | -22.0% |
| 1Y | -21.7% | -7.9% | -13.8% | -23.1% |
| 3Y | +21.0% | -25.0% | +46.0% | +23.2% |
| 5Y | +76.0% | -27.7% | +103.7% | +57.7% |
| All | +76.0% | -30.3% | +106.3% | +57.7% |
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