-24.5%
MOS vs ENB
+68.0%
-92.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.9% |
| 7D | +22.5% | -2.4% | +24.8% | +23.8% |
| 30D | +6.6% | +3.4% | +3.3% | +4.8% |
| 3M | -3.8% | -6.1% | +2.3% | -1.0% |
| 6M | -2.2% | -10.0% | +7.8% | +2.2% |
| YTD | -4.8% | +4.7% | -9.4% | -10.2% |
| 1Y | -11.7% | +7.5% | -19.2% | -18.2% |
| All | -24.5% | +68.0% | -92.6% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling