-37.0%
MOS vs ESI
+177.3%
-214.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.0% | +11.3% | +6.6% |
| 7D | +22.5% | -13.1% | +35.6% | +28.8% |
| 30D | +6.6% | -18.5% | +25.1% | +15.0% |
| 3M | -3.8% | -19.6% | +15.8% | +3.5% |
| 6M | -2.2% | -29.8% | +27.6% | +9.5% |
| YTD | -4.8% | +23.9% | -28.7% | -18.8% |
| 1Y | -11.7% | +15.0% | -26.7% | -22.4% |
| 3Y | -26.5% | +64.3% | -90.9% | -47.0% |
| 5Y | -32.2% | +26.3% | -58.5% | -46.2% |
| 10Y | +10.2% | +321.7% | -311.6% | -47.5% |
| All | -37.0% | +177.3% | -214.3% | -67.2% |
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