+61.0%
MOS vs EME
+49,337.3%
-49,276.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | +21.6% | -10.5% | +32.1% | +25.6% |
| 30D | +12.0% | -22.4% | +34.4% | +22.1% |
| 3M | -3.9% | -24.7% | +20.8% | +5.2% |
| 6M | -3.3% | -35.5% | +32.1% | +10.9% |
| YTD | -4.6% | -0.3% | -4.3% | -9.6% |
| 1Y | -7.0% | -6.7% | -0.2% | -9.7% |
| 3Y | -24.4% | +190.6% | -215.1% | -57.9% |
| 5Y | -32.1% | +367.3% | -399.4% | -69.7% |
| 10Y | +10.3% | +954.5% | -944.1% | -64.9% |
| All | +61.0% | +49,337.3% | -49,276.3% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling