+111.1%
MOS vs ES
+1,247.8%
-1,136.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.1% | +15.3% | +16.7% |
| 7D | +17.9% | +5.3% | +12.6% | +16.0% |
| 30D | +1.6% | +8.9% | -7.4% | -1.3% |
| 3M | -4.0% | -1.9% | -2.1% | -3.4% |
| 6M | -4.1% | +3.9% | -8.0% | -5.5% |
| YTD | -7.8% | +8.3% | -16.1% | -10.4% |
| 1Y | -15.6% | -0.1% | -15.4% | -16.0% |
| 3Y | -28.9% | +46.0% | -74.9% | -38.4% |
| 5Y | -36.8% | +3.1% | -39.9% | -39.2% |
| 10Y | +6.7% | +88.4% | -81.7% | -20.9% |
| All | +111.1% | +1,247.8% | -1,136.7% | -10.3% |
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 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