+0.6%
MOS vs EFV
+161.2%
-160.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.5% | -1.0% | +6.5% | +6.6% |
| 30D | +21.0% | +3.1% | +17.9% | +16.7% |
| 3M | -0.5% | -1.2% | +0.8% | +1.3% |
| 6M | +6.6% | +5.6% | +0.9% | -0.5% |
| YTD | -2.8% | +15.8% | -18.6% | -19.9% |
| 1Y | -8.1% | +20.0% | -28.1% | -27.8% |
| 3Y | -25.6% | +91.0% | -116.5% | -68.7% |
| 5Y | -29.8% | +93.7% | -123.4% | -71.3% |
| 10Y | +0.6% | +160.9% | -160.4% | -68.8% |
| All | +0.6% | +161.2% | -160.7% | -68.8% |
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