-9.6%
MOS vs ESI
+72.3%
-81.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.4% |
| 7D | +9.5% | +3.3% | +6.2% | +8.3% |
| 30D | +10.4% | -5.9% | +16.3% | +12.3% |
| 3M | +12.9% | -14.1% | +27.0% | +17.2% |
| 6M | +1.2% | +6.6% | -5.3% | -4.7% |
| YTD | +9.3% | +45.0% | -35.7% | -9.9% |
| 1Y | -18.0% | +41.5% | -59.4% | -32.1% |
| 3Y | -29.0% | +78.8% | -107.8% | -49.2% |
| All | -9.6% | +72.3% | -81.9% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling