-62.0%
MOS vs EMB
+126.0%
-188.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.9% |
| 7D | +22.5% | -0.3% | +22.8% | +23.1% |
| 30D | +6.6% | +1.1% | +5.5% | +5.5% |
| 3M | -3.8% | -2.9% | -0.9% | -0.3% |
| 6M | -2.2% | -2.1% | -0.1% | +0.5% |
| YTD | -4.8% | -1.1% | -3.7% | -3.2% |
| 1Y | -11.7% | +0.3% | -12.0% | -11.8% |
| 3Y | -26.5% | +27.7% | -54.2% | -43.8% |
| 5Y | -32.2% | +6.0% | -38.2% | -36.4% |
| 10Y | +10.2% | +29.1% | -19.0% | -12.8% |
| All | -62.0% | +126.0% | -188.0% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling