-6.3%
MOS vs ESI
+318.1%
-324.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.1% |
| 7D | -2.0% | +5.5% | -7.5% | -4.6% |
| 30D | +15.3% | -7.8% | +23.1% | +18.5% |
| 3M | +1.5% | -15.0% | +16.5% | +7.8% |
| 6M | -2.0% | -24.9% | +22.9% | +8.7% |
| YTD | -6.5% | +33.2% | -39.7% | -27.2% |
| 1Y | -11.1% | +24.9% | -36.0% | -28.5% |
| 3Y | -30.3% | +77.8% | -108.0% | -57.2% |
| 5Y | -33.5% | +37.1% | -70.7% | -53.7% |
| All | -6.3% | +318.1% | -324.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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