-7.0%
MOS vs ENB
+5.2%
-12.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.6% |
| 7D | +21.6% | -5.2% | +26.8% | +22.9% |
| 30D | +12.0% | +2.2% | +9.8% | +11.3% |
| 3M | -3.9% | -8.1% | +4.2% | -2.7% |
| 6M | -3.3% | -11.2% | +7.9% | -2.1% |
| YTD | -4.6% | +2.0% | -6.6% | -10.2% |
| 1Y | -7.0% | +4.1% | -11.0% | -14.3% |
| All | -7.0% | +5.2% | -12.2% | -14.3% |
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