+0.6%
MOS vs EMB
+36.3%
-35.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | +5.5% | -0.4% | +5.9% | +6.1% |
| 30D | +21.0% | +1.5% | +19.4% | +18.4% |
| 3M | -0.5% | -1.6% | +1.1% | +2.2% |
| 6M | +6.6% | -1.5% | +8.1% | +9.5% |
| YTD | -2.8% | -0.1% | -2.7% | -2.3% |
| 1Y | -8.1% | +0.5% | -8.6% | -8.5% |
| 3Y | -25.6% | +30.2% | -55.8% | -50.1% |
| 5Y | -29.8% | +8.6% | -38.3% | -34.8% |
| 10Y | +0.6% | +36.9% | -36.3% | -19.4% |
| All | +0.6% | +36.3% | -35.7% | -19.4% |
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