+2.8%
MOS vs EME
+996.0%
-993.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.5% | -1.2% |
| 7D | +19.7% | -4.4% | +24.0% | +20.3% |
| 30D | +21.5% | -17.3% | +38.8% | +29.9% |
| 3M | -0.4% | -20.0% | +19.6% | +7.1% |
| 6M | +4.5% | -29.1% | +33.6% | +17.0% |
| YTD | -2.9% | +6.9% | -9.8% | -12.6% |
| 1Y | -7.7% | +0.8% | -8.5% | -14.7% |
| 3Y | -25.6% | +214.4% | -240.1% | -69.0% |
| 5Y | -31.2% | +404.2% | -435.3% | -79.9% |
| 10Y | +2.8% | +941.9% | -939.1% | -80.9% |
| All | +2.8% | +996.0% | -993.2% | -80.9% |
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