+8.5%
MOS vs EFX
+44.5%
-36.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +3.3% |
| 7D | +9.5% | -8.6% | +18.2% | +12.3% |
| 30D | +10.4% | +0.1% | +10.3% | +10.0% |
| 3M | +12.9% | +3.8% | +9.0% | +10.5% |
| 6M | +1.2% | -13.5% | +14.8% | +4.2% |
| YTD | +9.3% | -17.7% | +27.0% | +13.3% |
| 1Y | -18.0% | -25.6% | +7.6% | -12.4% |
| 3Y | -29.0% | -12.1% | -16.9% | -30.4% |
| 5Y | -9.6% | -33.8% | +24.2% | -4.7% |
| All | +8.5% | +44.5% | -36.0% | -12.2% |
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