-24.5%
MOS vs ESI
+64.8%
-89.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.0% | +11.3% | +5.0% |
| 7D | +22.5% | -13.1% | +35.6% | +25.9% |
| 30D | +6.6% | -18.5% | +25.1% | +11.3% |
| 3M | -3.8% | -19.6% | +15.8% | +0.4% |
| 6M | -2.2% | -29.8% | +27.6% | +4.8% |
| YTD | -4.8% | +23.9% | -28.7% | -16.5% |
| 1Y | -11.7% | +15.0% | -26.7% | -20.7% |
| All | -24.5% | +64.8% | -89.3% | -46.8% |
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