-6.3%
MOS vs ENB
+109.5%
-115.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | -2.0% | +3.1% | -5.1% | -4.4% |
| 30D | +15.3% | +2.1% | +13.2% | +13.1% |
| 3M | +1.5% | -4.4% | +5.9% | +4.9% |
| 6M | -2.0% | -10.1% | +8.1% | +5.7% |
| YTD | -6.5% | +5.2% | -11.7% | -12.6% |
| 1Y | -11.1% | +4.2% | -15.3% | -16.2% |
| 3Y | -30.3% | +70.1% | -100.3% | -57.8% |
| 5Y | -33.5% | +59.4% | -92.9% | -56.5% |
| All | -6.3% | +109.5% | -115.8% | -51.2% |
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