-34.4%
MOS vs EMB
+7.3%
-41.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -2.0% | -0.9% | -1.1% | -1.2% |
| 30D | +15.3% | +0.4% | +15.0% | +15.2% |
| 3M | +1.5% | -3.1% | +4.6% | +4.4% |
| 6M | -2.0% | -2.1% | +0.1% | 0.0% |
| YTD | -6.5% | -1.1% | -5.4% | -5.4% |
| 1Y | -11.1% | -0.1% | -11.0% | -10.7% |
| 3Y | -30.3% | +29.6% | -59.8% | -41.3% |
| All | -34.4% | +7.3% | -41.7% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling