+178.5%
EXE vs MOS
+3.4%
+175.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.3% | +9.5% | -9.8% | -3.2% |
| 30D | +8.5% | +10.4% | -2.0% | +4.8% |
| 3M | +5.5% | +12.9% | -7.4% | +0.2% |
| 6M | -5.9% | +1.2% | -7.1% | -8.5% |
| YTD | -9.7% | +9.3% | -19.0% | -15.4% |
| 1Y | +3.6% | -18.0% | +21.6% | +7.3% |
| 3Y | +18.0% | -29.0% | +47.1% | +25.0% |
| 5Y | +109.4% | -9.6% | +119.0% | +95.3% |
| All | +178.5% | +3.4% | +175.0% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling