+7.6%
MOS vs EL
+56.3%
-48.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +21.6% | +0.8% | +20.8% | +21.4% |
| 30D | +12.0% | +16.5% | -4.6% | +6.8% |
| 3M | -3.9% | +29.2% | -33.1% | -11.5% |
| 6M | -3.3% | +27.9% | -31.2% | -11.1% |
| YTD | -4.6% | +6.2% | -10.8% | -9.1% |
| 1Y | -7.0% | +27.2% | -34.1% | -16.8% |
| 3Y | -24.4% | +3.2% | -27.6% | -32.3% |
| 5Y | -32.1% | -66.0% | +33.9% | -7.9% |
| All | +7.6% | +56.3% | -48.6% | -17.3% |
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