+12.6%
MOS vs EME
+1,278.1%
-1,265.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.5% |
| 7D | +7.1% | +5.2% | +1.9% | +4.7% |
| 30D | +15.0% | -5.4% | +20.4% | +17.3% |
| 3M | +24.1% | -6.1% | +30.2% | +25.0% |
| 6M | +2.7% | +9.7% | -6.9% | -4.7% |
| YTD | +12.2% | +26.6% | -14.4% | -4.0% |
| 1Y | -16.3% | +24.6% | -40.9% | -29.4% |
| 3Y | -23.3% | +249.6% | -272.9% | -68.1% |
| 5Y | -4.2% | +556.6% | -560.7% | -74.8% |
| 10Y | +12.6% | +1,286.6% | -1,274.0% | -80.4% |
| All | +12.6% | +1,278.1% | -1,265.5% | -80.4% |
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