+12.6%
MOS vs EVRG
+114.7%
-102.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.4% |
| 7D | +7.1% | +0.9% | +6.2% | +6.8% |
| 30D | +15.0% | -0.5% | +15.6% | +15.1% |
| 3M | +24.1% | +1.5% | +22.6% | +23.4% |
| 6M | +2.7% | +1.2% | +1.6% | +2.2% |
| YTD | +12.2% | +16.3% | -4.1% | +7.2% |
| 1Y | -16.3% | +20.3% | -36.5% | -20.8% |
| 3Y | -23.3% | +72.3% | -95.6% | -34.9% |
| 5Y | -4.2% | +46.7% | -50.9% | -15.7% |
| 10Y | +12.6% | +113.8% | -101.2% | -8.2% |
| All | +12.6% | +114.7% | -102.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling