+7.6%
MOS vs ES
+85.7%
-78.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.9% |
| 7D | +21.6% | +1.9% | +19.7% | +21.1% |
| 30D | +12.0% | +7.1% | +4.9% | +10.0% |
| 3M | -3.9% | -1.9% | -1.9% | -3.4% |
| 6M | -3.3% | +4.4% | -7.7% | -4.5% |
| YTD | -4.6% | +7.3% | -12.0% | -6.5% |
| 1Y | -7.0% | +2.1% | -9.1% | -7.9% |
| 3Y | -24.4% | +41.8% | -66.3% | -31.8% |
| 5Y | -32.1% | +1.4% | -33.6% | -34.4% |
| All | +7.6% | +85.7% | -78.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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