+2.8%
MOS vs EL
+63.1%
-60.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.0% |
| 7D | +19.7% | +8.0% | +11.6% | +17.1% |
| 30D | +21.5% | +15.4% | +6.1% | +16.3% |
| 3M | -0.4% | +28.5% | -28.9% | -8.1% |
| 6M | +4.5% | +32.2% | -27.7% | -4.8% |
| YTD | -2.9% | +9.2% | -12.1% | -8.2% |
| 1Y | -7.7% | +30.8% | -38.5% | -18.1% |
| 3Y | -25.6% | +3.7% | -29.3% | -33.3% |
| 5Y | -31.2% | -64.8% | +33.6% | -7.7% |
| 10Y | +2.8% | +60.0% | -57.2% | -21.7% |
| All | +2.8% | +63.1% | -60.2% | -21.7% |
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