+150.2%
MOS vs EIX
+1,083.9%
-933.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +9.5% | -19.1% | +28.6% | +14.6% |
| 30D | +10.4% | -16.9% | +27.3% | +14.3% |
| 3M | +12.9% | -20.0% | +32.9% | +18.0% |
| 6M | +1.2% | -21.3% | +22.6% | +6.2% |
| YTD | +9.3% | -1.7% | +11.0% | +7.4% |
| 1Y | -18.0% | +9.6% | -27.5% | -22.1% |
| 3Y | -29.0% | -3.7% | -25.4% | -31.5% |
| 5Y | -9.6% | +22.6% | -32.2% | -19.1% |
| 10Y | +6.1% | +17.7% | -11.6% | -7.0% |
| All | +150.2% | +1,083.9% | -933.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 all: compounded portfolio wealth divided by compounded EIX 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…
all analysis · Full analysis span regression · 6 months rolling