-27.7%
MOS vs ESI
+39.6%
-67.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +24.8% | -6.6% | +31.4% | +26.9% |
| 30D | +22.7% | -9.8% | +32.5% | +25.9% |
| 3M | -1.2% | -11.9% | +10.7% | +1.6% |
| 6M | +5.5% | -25.1% | +30.6% | +13.5% |
| YTD | -2.0% | +31.9% | -33.9% | -18.0% |
| 1Y | -7.9% | +19.2% | -27.1% | -19.9% |
| 3Y | -25.0% | +76.2% | -101.1% | -48.1% |
| 5Y | -27.7% | +39.4% | -67.1% | -44.6% |
| All | -27.7% | +39.6% | -67.3% | -44.6% |
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