+2.8%
MOS vs EFX
+63.8%
-61.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +19.7% | -2.2% | +21.8% | +20.5% |
| 30D | +21.5% | +29.2% | -7.7% | +12.4% |
| 3M | -0.4% | +3.5% | -3.9% | -2.1% |
| 6M | +4.5% | +7.8% | -3.3% | +0.6% |
| YTD | -2.9% | -12.4% | +9.5% | -1.6% |
| 1Y | -7.7% | -8.2% | +0.5% | -8.0% |
| 3Y | -25.6% | +4.7% | -30.4% | -31.3% |
| 5Y | -31.2% | -32.0% | +0.9% | -28.1% |
| 10Y | +2.8% | +69.1% | -66.2% | -22.4% |
| All | +2.8% | +63.8% | -61.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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