-5.3%
MOS vs EL
+1,750.9%
-1,756.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +4.6% |
| 7D | +22.5% | -1.1% | +23.6% | +23.0% |
| 30D | +6.6% | +15.3% | -8.7% | +1.3% |
| 3M | -3.8% | +24.2% | -28.0% | -11.4% |
| 6M | -2.2% | +30.9% | -33.1% | -11.9% |
| YTD | -4.8% | +3.9% | -8.6% | -9.5% |
| 1Y | -11.7% | +19.9% | -31.6% | -20.6% |
| 3Y | -26.5% | +2.5% | -29.0% | -35.0% |
| 5Y | -32.2% | -66.7% | +34.5% | -13.0% |
| 10Y | +10.2% | +54.9% | -44.7% | -23.3% |
| All | -5.3% | +1,750.9% | -1,756.2% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling