-6.3%
MOS vs EME
+905.2%
-911.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.0% | +8.4% | -10.3% | -5.3% |
| 30D | +15.3% | -11.5% | +26.8% | +19.7% |
| 3M | +1.5% | -20.6% | +22.1% | +9.6% |
| 6M | -2.0% | -28.5% | +26.5% | +9.3% |
| YTD | -6.5% | +8.0% | -14.5% | -16.2% |
| 1Y | -11.1% | +6.8% | -17.8% | -20.0% |
| 3Y | -30.3% | +213.9% | -244.2% | -70.8% |
| 5Y | -33.5% | +414.8% | -448.3% | -80.8% |
| All | -6.3% | +905.2% | -911.5% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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