-24.4%
MOS vs EFX
+7.5%
-31.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +21.6% | +2.7% | +18.9% | +21.1% |
| 30D | +12.0% | +33.1% | -21.1% | +6.4% |
| 3M | -3.9% | +8.2% | -12.0% | -5.6% |
| 6M | -3.3% | +10.2% | -13.5% | -5.7% |
| YTD | -4.6% | -11.8% | +7.2% | -2.7% |
| 1Y | -7.0% | -6.1% | -0.9% | -7.0% |
| 3Y | -24.4% | +7.5% | -31.9% | -31.5% |
| All | -24.4% | +7.5% | -31.9% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling