-1.6%
MOS vs ENB
+99.3%
-100.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | +24.8% | -2.4% | +27.2% | +27.2% |
| 30D | +22.7% | +2.5% | +20.2% | +20.0% |
| 3M | -1.2% | -5.8% | +4.6% | +3.3% |
| 6M | +5.5% | -8.5% | +14.0% | +12.1% |
| YTD | -2.0% | +3.9% | -5.8% | -7.4% |
| 1Y | -7.9% | +3.7% | -11.6% | -12.9% |
| 3Y | -25.0% | +70.1% | -95.0% | -54.5% |
| 5Y | -27.7% | +53.2% | -80.9% | -51.2% |
| 10Y | -1.6% | +100.2% | -101.8% | -48.6% |
| All | -1.6% | +99.3% | -100.8% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling