-32.8%
MOS vs ESI
+28.5%
-61.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | +21.6% | -8.5% | +30.1% | +24.4% |
| 30D | +12.0% | -15.7% | +27.6% | +17.5% |
| 3M | -3.9% | -18.2% | +14.4% | +1.4% |
| 6M | -3.3% | -28.8% | +25.5% | +5.7% |
| YTD | -4.6% | +26.3% | -30.9% | -19.1% |
| 1Y | -7.0% | +18.2% | -25.2% | -19.1% |
| 3Y | -24.4% | +68.1% | -92.5% | -46.9% |
| All | -32.8% | +28.5% | -61.2% | -48.9% |
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