+0.6%
MOS vs EFX
+78.9%
-78.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.5% | -2.0% | +7.4% | +6.1% |
| 30D | +21.0% | +27.9% | -6.9% | +12.1% |
| 3M | -0.5% | +3.8% | -4.3% | -2.2% |
| 6M | +6.6% | +13.0% | -6.4% | +1.1% |
| YTD | -2.8% | -12.4% | +9.6% | -1.5% |
| 1Y | -8.1% | -10.4% | +2.3% | -7.6% |
| 3Y | -25.6% | +4.4% | -30.0% | -31.3% |
| 5Y | -29.8% | -28.9% | -0.9% | -27.8% |
| 10Y | +0.6% | +81.7% | -81.2% | -24.1% |
| All | +0.6% | +78.9% | -78.3% | -24.1% |
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