-7.0%
MOS vs EMB
+36.8%
-43.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -3.3% |
| 7D | -2.6% | -0.7% | -1.9% | -1.5% |
| 30D | +13.5% | +0.5% | +12.9% | +12.8% |
| 3M | -2.9% | -2.5% | -0.4% | +1.1% |
| 6M | -1.0% | -2.0% | +1.0% | +2.6% |
| YTD | -7.2% | -0.9% | -6.3% | -5.5% |
| 1Y | -11.4% | -0.3% | -11.1% | -10.6% |
| 3Y | -29.0% | +29.2% | -58.2% | -51.8% |
| 5Y | -34.0% | +7.4% | -41.4% | -37.6% |
| All | -7.0% | +36.8% | -43.8% | -24.9% |
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