-28.3%
MOS vs ENB
+67.6%
-95.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +9.5% | -0.2% | +9.8% | +9.6% |
| 30D | +10.4% | -2.2% | +12.7% | +11.5% |
| 3M | +12.9% | -10.5% | +23.4% | +19.3% |
| 6M | +1.2% | -5.1% | +6.3% | +3.0% |
| YTD | +9.3% | +9.0% | +0.4% | +1.4% |
| 1Y | -18.0% | +8.2% | -26.2% | -23.5% |
| All | -28.3% | +67.6% | -95.9% | -52.0% |
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