+8.2%
MOS vs EL
+31.9%
-23.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.5% |
| 7D | +9.5% | +0.8% | +8.7% | +9.3% |
| 30D | +10.4% | +19.8% | -9.4% | +4.3% |
| 3M | +12.9% | +25.7% | -12.8% | +5.0% |
| 6M | +1.2% | +5.4% | -4.2% | -2.1% |
| YTD | +9.3% | +0.2% | +9.1% | +6.3% |
| 1Y | -18.0% | +20.4% | -38.4% | -25.4% |
| 3Y | -29.0% | -32.1% | +3.1% | -26.0% |
| 5Y | -9.6% | -67.2% | +57.6% | +22.6% |
| All | +8.2% | +31.9% | -23.8% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling