+1.4%
MOS vs EQX
+226.7%
-225.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -1.4% |
| 7D | +0.5% | -7.0% | +7.5% | +1.7% |
| 30D | +10.9% | +4.8% | +6.0% | +9.8% |
| 3M | +29.2% | +25.6% | +3.6% | +23.5% |
| 6M | -2.3% | -25.8% | +23.6% | +1.5% |
| YTD | +8.3% | -12.7% | +21.1% | +9.0% |
| 1Y | -21.2% | +14.1% | -35.2% | -24.6% |
| 3Y | -25.9% | +165.7% | -191.7% | -41.5% |
| 5Y | -9.4% | +81.2% | -90.6% | -27.1% |
| All | +1.4% | +226.7% | -225.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling