+12.6%
MOS vs EFV
+163.3%
-150.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.5% |
| 7D | +7.1% | +1.0% | +6.1% | +5.7% |
| 30D | +15.0% | +0.2% | +14.9% | +14.8% |
| 3M | +24.1% | +9.6% | +14.5% | +10.3% |
| 6M | +2.7% | +14.0% | -11.3% | -13.5% |
| YTD | +12.2% | +18.5% | -6.3% | -10.4% |
| 1Y | -16.3% | +27.9% | -44.2% | -39.5% |
| 3Y | -23.3% | +92.4% | -115.7% | -68.1% |
| 5Y | -4.2% | +97.2% | -101.3% | -61.6% |
| 10Y | +12.6% | +163.0% | -150.4% | -66.9% |
| All | +12.6% | +163.3% | -150.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EFV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling