-7.9%
MOS vs EL
+30.6%
-38.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +24.8% | +7.6% | +17.2% | +23.8% |
| 30D | +22.7% | +15.7% | +7.0% | +20.8% |
| 3M | -1.2% | +30.5% | -31.8% | -4.0% |
| 6M | +5.5% | +32.5% | -27.0% | +2.2% |
| YTD | -2.0% | +9.4% | -11.4% | -2.1% |
| 1Y | -7.9% | +28.4% | -36.3% | -6.7% |
| All | -7.9% | +30.6% | -38.5% | -6.7% |
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 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