-7.1%
MOS vs ENB
+7.9%
-15.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.6% |
| 7D | +22.5% | -2.4% | +24.8% | +23.1% |
| 30D | +6.6% | +3.4% | +3.3% | +5.8% |
| 3M | -3.8% | -6.1% | +2.3% | -3.0% |
| 6M | -2.2% | -10.0% | +7.8% | -1.0% |
| YTD | -4.8% | +4.7% | -9.4% | -10.8% |
| All | -7.1% | +7.9% | -15.0% | -14.8% |
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