-28.3%
MOS vs EFV
+91.7%
-120.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +9.5% | +1.5% | +8.0% | +7.9% |
| 30D | +10.4% | +1.7% | +8.7% | +8.5% |
| 3M | +12.9% | +8.6% | +4.2% | +3.7% |
| 6M | +1.2% | +11.7% | -10.4% | -9.9% |
| YTD | +9.3% | +19.3% | -10.0% | -9.5% |
| 1Y | -18.0% | +30.2% | -48.2% | -38.2% |
| All | -28.3% | +91.7% | -120.0% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling