-34.4%
MOS vs EME
+410.0%
-444.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.0% | +8.4% | -10.3% | -3.3% |
| 30D | +15.3% | -11.5% | +26.8% | +17.3% |
| 3M | +1.5% | -20.6% | +22.1% | +5.3% |
| 6M | -2.0% | -28.5% | +26.5% | +3.7% |
| YTD | -6.5% | +8.0% | -14.5% | -11.2% |
| 1Y | -11.1% | +6.8% | -17.8% | -15.4% |
| 3Y | -30.3% | +213.9% | -244.2% | -58.2% |
| All | -34.4% | +410.0% | -444.4% | -70.4% |
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 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