-1.6%
MOS vs EFV
+159.5%
-161.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.4% |
| 7D | +24.8% | +2.1% | +22.7% | +21.8% |
| 30D | +22.7% | +3.1% | +19.6% | +18.4% |
| 3M | -1.2% | -1.3% | +0.1% | +0.7% |
| 6M | +5.5% | +6.0% | -0.5% | -2.0% |
| YTD | -2.0% | +15.8% | -17.8% | -19.3% |
| 1Y | -7.9% | +21.1% | -29.0% | -28.5% |
| 3Y | -25.0% | +91.0% | -116.0% | -68.5% |
| 5Y | -27.7% | +94.3% | -122.0% | -70.6% |
| 10Y | -1.6% | +160.4% | -162.0% | -69.4% |
| All | -1.6% | +159.5% | -161.1% | -69.4% |
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