-9.6%
MOS vs EVRG
+45.5%
-55.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +9.5% | +1.1% | +8.4% | +9.1% |
| 30D | +10.4% | -1.0% | +11.4% | +10.7% |
| 3M | +12.9% | +0.4% | +12.5% | +12.5% |
| 6M | +1.2% | -0.8% | +2.1% | +1.2% |
| YTD | +9.3% | +15.3% | -6.0% | +3.3% |
| 1Y | -18.0% | +17.9% | -35.9% | -23.2% |
| 3Y | -29.0% | +71.9% | -101.0% | -43.6% |
| All | -9.6% | +45.5% | -55.1% | -26.0% |
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