-32.8%
MOS vs EVRG
+64.6%
-97.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +21.6% | +1.9% | +19.7% | +20.8% |
| 30D | +12.0% | +9.0% | +3.0% | +8.6% |
| 3M | -3.9% | +6.3% | -10.2% | -6.1% |
| 6M | -3.3% | +9.9% | -13.2% | -6.8% |
| YTD | -4.6% | +23.8% | -28.5% | -12.4% |
| 1Y | -7.0% | +19.9% | -26.9% | -13.6% |
| 3Y | -24.4% | +94.3% | -118.7% | -43.7% |
| All | -32.8% | +64.6% | -97.4% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling