-15.6%
MOS vs ENB
+9.4%
-25.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.3% | +17.7% | +17.4% |
| 7D | +17.9% | +0.5% | +17.5% | +17.8% |
| 30D | +1.6% | +6.0% | -4.4% | +0.4% |
| 3M | -4.0% | -7.4% | +3.4% | -3.1% |
| 6M | -4.1% | -8.5% | +4.4% | -3.4% |
| YTD | -7.8% | +6.1% | -13.9% | -13.4% |
| 1Y | -15.6% | +9.4% | -25.0% | -22.7% |
| All | -15.6% | +9.4% | -25.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling