-24.5%
MOS vs EL
+1.5%
-26.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +4.0% |
| 7D | +22.5% | -1.1% | +23.6% | +22.7% |
| 30D | +6.6% | +15.3% | -8.7% | +3.8% |
| 3M | -3.8% | +24.2% | -28.0% | -8.0% |
| 6M | -2.2% | +30.9% | -33.1% | -7.4% |
| YTD | -4.8% | +3.9% | -8.6% | -6.8% |
| 1Y | -11.7% | +19.9% | -31.6% | -16.5% |
| All | -24.5% | +1.5% | -26.0% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling