-16.3%
MOS vs EFV
+28.1%
-44.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.3% |
| 7D | +7.1% | +1.0% | +6.1% | +6.1% |
| 30D | +15.0% | +0.2% | +14.9% | +14.8% |
| 3M | +24.1% | +9.6% | +14.5% | +14.0% |
| 6M | +2.7% | +14.0% | -11.3% | -9.7% |
| YTD | +12.2% | +18.5% | -6.3% | -6.8% |
| 1Y | -16.3% | +27.9% | -44.2% | -36.0% |
| All | -16.3% | +28.1% | -44.4% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling