+118.0%
MOS vs ES
+1,275.7%
-1,157.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.6% |
| 7D | +22.5% | +5.9% | +16.6% | +20.3% |
| 30D | +6.6% | +10.2% | -3.6% | +3.3% |
| 3M | -3.8% | +0.4% | -4.2% | -4.0% |
| 6M | -2.2% | +6.9% | -9.1% | -4.5% |
| YTD | -4.8% | +10.5% | -15.3% | -8.1% |
| 1Y | -11.7% | +3.2% | -14.9% | -13.1% |
| 3Y | -26.5% | +49.0% | -75.6% | -36.8% |
| 5Y | -32.2% | +4.5% | -36.7% | -35.0% |
| 10Y | +10.2% | +92.3% | -82.1% | -18.9% |
| All | +118.0% | +1,275.7% | -1,157.7% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling