-32.8%
MOS vs EL
-66.1%
+33.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | +21.6% | +0.8% | +20.8% | +21.4% |
| 30D | +12.0% | +16.5% | -4.6% | +8.5% |
| 3M | -3.9% | +29.2% | -33.1% | -9.0% |
| 6M | -3.3% | +27.9% | -31.2% | -8.5% |
| YTD | -4.6% | +6.2% | -10.8% | -7.4% |
| 1Y | -7.0% | +27.2% | -34.1% | -13.4% |
| 3Y | -24.4% | +3.2% | -27.6% | -29.8% |
| All | -32.8% | -66.1% | +33.4% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling