-8.8%
MOS vs EL
+30.3%
-39.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.5% |
| 7D | +19.7% | +8.0% | +11.6% | +18.7% |
| 30D | +21.5% | +15.4% | +6.1% | +19.7% |
| 3M | -0.4% | +28.5% | -28.9% | -3.1% |
| 6M | +4.5% | +32.2% | -27.7% | +1.2% |
| YTD | -2.9% | +9.2% | -12.1% | -3.0% |
| All | -8.8% | +30.3% | -39.1% | -7.6% |
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