-27.5%
MOS vs EFX
+5.0%
-32.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +5.5% | -2.0% | +7.4% | +5.8% |
| 30D | +21.0% | +27.9% | -6.9% | +15.7% |
| 3M | -0.5% | +3.8% | -4.3% | -1.5% |
| 6M | +6.6% | +13.0% | -6.4% | +3.3% |
| YTD | -2.8% | -12.4% | +9.6% | -0.7% |
| 1Y | -8.1% | -10.4% | +2.3% | -6.8% |
| All | -27.5% | +5.0% | -32.5% | -37.6% |
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