-8.8%
MOS vs ENB
+3.3%
-12.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +19.7% | -3.7% | +23.3% | +20.4% |
| 30D | +21.5% | +1.7% | +19.8% | +21.0% |
| 3M | -0.4% | -6.3% | +5.9% | +0.4% |
| 6M | +4.5% | -9.2% | +13.7% | +5.1% |
| YTD | -2.9% | +3.1% | -6.0% | -8.4% |
| All | -8.8% | +3.3% | -12.1% | -14.2% |
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 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