+118.0%
MOS vs ENB
+11,329.0%
-11,211.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +4.0% |
| 7D | +22.5% | -2.4% | +24.8% | +24.0% |
| 30D | +6.6% | +3.4% | +3.3% | +4.7% |
| 3M | -3.8% | -6.1% | +2.3% | -0.7% |
| 6M | -2.2% | -10.0% | +7.8% | +2.7% |
| YTD | -4.8% | +4.7% | -9.4% | -8.0% |
| 1Y | -11.7% | +7.5% | -19.2% | -15.9% |
| 3Y | -26.5% | +69.1% | -95.6% | -45.1% |
| 5Y | -32.2% | +50.4% | -82.6% | -45.2% |
| 10Y | +10.2% | +108.0% | -97.8% | -23.3% |
| All | +118.0% | +11,329.0% | -11,211.0% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling