-7.0%
MOS vs ES
+1.8%
-8.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.2% |
| 7D | +21.6% | +1.9% | +19.7% | +20.9% |
| 30D | +12.0% | +7.1% | +4.9% | +9.7% |
| 3M | -3.9% | -1.9% | -1.9% | -3.4% |
| 6M | -3.3% | +4.4% | -7.7% | -4.6% |
| YTD | -4.6% | +7.3% | -12.0% | -6.2% |
| 1Y | -7.0% | +2.1% | -9.1% | -8.3% |
| All | -7.0% | +1.8% | -8.8% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling