-32.8%
MOS vs ES
+1.4%
-34.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.3% |
| 7D | +21.6% | +1.9% | +19.7% | +20.8% |
| 30D | +12.0% | +7.1% | +4.9% | +9.1% |
| 3M | -3.9% | -1.9% | -1.9% | -3.2% |
| 6M | -3.3% | +4.4% | -7.7% | -5.1% |
| YTD | -4.6% | +7.3% | -12.0% | -7.5% |
| 1Y | -7.0% | +2.1% | -9.1% | -8.5% |
| 3Y | -24.4% | +41.8% | -66.3% | -36.2% |
| All | -32.8% | +1.4% | -34.2% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling