-15.6%
MOS vs EL
+25.6%
-41.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.3% | +11.1% | +16.6% |
| 7D | +17.9% | +2.5% | +15.5% | +17.5% |
| 30D | +1.6% | +20.1% | -18.5% | -0.5% |
| 3M | -4.0% | +29.3% | -33.3% | -6.8% |
| 6M | -4.1% | +38.8% | -42.9% | -7.1% |
| YTD | -7.8% | +8.1% | -15.9% | -8.7% |
| 1Y | -15.6% | +22.3% | -37.9% | -17.8% |
| All | -15.6% | +25.6% | -41.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling