-7.0%
MOS vs ESI
+16.5%
-23.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +21.6% | -8.5% | +30.1% | +22.2% |
| 30D | +12.0% | -15.7% | +27.6% | +13.7% |
| 3M | -3.9% | -18.2% | +14.4% | -2.1% |
| 6M | -3.3% | -28.8% | +25.5% | -0.3% |
| YTD | -4.6% | +26.3% | -30.9% | -12.7% |
| 1Y | -7.0% | +18.2% | -25.2% | -14.3% |
| All | -7.0% | +16.5% | -23.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling