-27.7%
MOS vs ESI
+224.6%
-252.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.2% |
| 7D | +9.5% | +3.3% | +6.2% | +8.0% |
| 30D | +10.4% | -5.9% | +16.3% | +12.8% |
| 3M | +12.9% | -14.1% | +27.0% | +18.2% |
| 6M | +1.2% | +6.6% | -5.3% | -5.3% |
| YTD | +9.3% | +45.0% | -35.7% | -11.5% |
| 1Y | -18.0% | +41.5% | -59.4% | -33.2% |
| 3Y | -29.0% | +78.8% | -107.8% | -49.8% |
| 5Y | -9.6% | +70.9% | -80.5% | -36.5% |
| 10Y | +6.1% | +317.1% | -311.0% | -50.0% |
| All | -27.7% | +224.6% | -252.3% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling