+84.6%
MOS vs EME
+61,143.5%
-61,059.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | +9.5% | +1.9% | +7.6% | +8.7% |
| 30D | +10.4% | -8.3% | +18.7% | +13.8% |
| 3M | +12.9% | -10.7% | +23.6% | +15.8% |
| 6M | +1.2% | +1.9% | -0.7% | -2.2% |
| YTD | +9.3% | +23.5% | -14.2% | -3.1% |
| 1Y | -18.0% | +18.0% | -35.9% | -27.1% |
| 3Y | -29.0% | +236.1% | -265.1% | -62.0% |
| 5Y | -9.6% | +527.9% | -537.5% | -63.7% |
| 10Y | +6.1% | +1,252.8% | -1,246.7% | -69.0% |
| All | +84.6% | +61,143.5% | -61,059.0% | -71.1% |
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