+2.8%
MOS vs ENB
+99.8%
-97.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.9% |
| 7D | +19.7% | -3.7% | +23.3% | +23.2% |
| 30D | +21.5% | +1.7% | +19.8% | +19.6% |
| 3M | -0.4% | -6.3% | +5.9% | +4.6% |
| 6M | +4.5% | -9.2% | +13.7% | +11.7% |
| YTD | -2.9% | +3.1% | -6.0% | -7.7% |
| 1Y | -7.7% | +3.4% | -11.1% | -12.4% |
| 3Y | -25.6% | +68.9% | -94.6% | -54.7% |
| 5Y | -31.2% | +51.7% | -82.9% | -53.1% |
| 10Y | +2.8% | +98.3% | -95.5% | -45.9% |
| All | +2.8% | +99.8% | -97.0% | -45.9% |
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