+7.6%
MOS vs EFV
+157.1%
-149.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.9% |
| 7D | +21.6% | -0.7% | +22.2% | +23.0% |
| 30D | +12.0% | +0.9% | +11.1% | +11.1% |
| 3M | -3.9% | -3.6% | -0.3% | +0.9% |
| 6M | -3.3% | +2.5% | -5.8% | -6.2% |
| YTD | -4.6% | +13.2% | -17.8% | -19.1% |
| 1Y | -7.0% | +20.3% | -27.3% | -27.2% |
| 3Y | -24.4% | +84.9% | -109.3% | -66.9% |
| 5Y | -32.1% | +87.7% | -119.8% | -71.0% |
| All | +7.6% | +157.1% | -149.5% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling