+2.8%
MOS vs EMB
+30.9%
-28.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +0.9% |
| 7D | +19.7% | +0.8% | +18.8% | +18.4% |
| 30D | +21.5% | +1.5% | +20.0% | +19.1% |
| 3M | -0.4% | -1.9% | +1.5% | +2.7% |
| 6M | +4.5% | -1.6% | +6.1% | +7.5% |
| YTD | -2.9% | 0.0% | -2.9% | -2.5% |
| 1Y | -7.7% | +1.1% | -8.8% | -8.9% |
| 3Y | -25.6% | +30.9% | -56.5% | -50.0% |
| 5Y | -31.2% | +7.1% | -38.2% | -34.2% |
| 10Y | +2.8% | +31.1% | -28.3% | -19.5% |
| All | +2.8% | +30.9% | -28.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling