-34.4%
MOS vs EFV
+93.2%
-127.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.3% |
| 7D | -2.0% | +2.5% | -4.5% | -4.6% |
| 30D | +15.3% | +2.9% | +12.4% | +12.2% |
| 3M | +1.5% | -1.4% | +2.9% | +3.2% |
| 6M | -2.0% | +5.5% | -7.5% | -7.1% |
| YTD | -6.5% | +16.1% | -22.6% | -20.2% |
| 1Y | -11.1% | +20.3% | -31.3% | -26.8% |
| 3Y | -30.3% | +90.4% | -120.7% | -65.1% |
| All | -34.4% | +93.2% | -127.6% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling