+107.5%
MOS vs EFV
+258.8%
-151.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | +9.5% | +1.5% | +8.0% | +7.7% |
| 30D | +10.4% | +1.7% | +8.7% | +8.2% |
| 3M | +12.9% | +8.6% | +4.2% | +2.7% |
| 6M | +1.2% | +11.7% | -10.4% | -11.1% |
| YTD | +9.3% | +19.3% | -10.0% | -11.1% |
| 1Y | -18.0% | +30.2% | -48.2% | -39.8% |
| 3Y | -29.0% | +91.6% | -120.6% | -66.7% |
| 5Y | -9.6% | +96.4% | -106.0% | -58.8% |
| 10Y | +6.1% | +166.5% | -160.4% | -63.3% |
| All | +107.5% | +258.8% | -151.3% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling