-25.6%
MOS vs ESI
+77.3%
-102.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.7% |
| 7D | +19.7% | -3.5% | +23.1% | +20.1% |
| 30D | +21.5% | -9.3% | +30.8% | +23.6% |
| 3M | -0.4% | -12.8% | +12.4% | +2.0% |
| 6M | +4.5% | -24.6% | +29.1% | +10.2% |
| YTD | -2.9% | +32.7% | -35.6% | -16.1% |
| 1Y | -7.7% | +20.3% | -28.0% | -17.7% |
| 3Y | -25.6% | +80.2% | -105.8% | -49.7% |
| All | -25.6% | +77.3% | -102.9% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling