-9.6%
MOS vs EME
+529.3%
-538.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +9.5% | +1.9% | +7.6% | +9.1% |
| 30D | +10.4% | -8.3% | +18.7% | +12.3% |
| 3M | +12.9% | -10.7% | +23.6% | +14.9% |
| 6M | +1.2% | +1.9% | -0.7% | -0.5% |
| YTD | +9.3% | +23.5% | -14.2% | +1.9% |
| 1Y | -18.0% | +18.0% | -35.9% | -23.4% |
| 3Y | -29.0% | +236.1% | -265.1% | -57.0% |
| All | -9.6% | +529.3% | -538.9% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling