-15.6%
MOS vs EXEL
+92.4%
-108.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.6% | +16.8% | +17.3% |
| 7D | +17.9% | +9.8% | +8.2% | +16.3% |
| 30D | +1.6% | +23.6% | -22.1% | -1.9% |
| 3M | -4.0% | +29.9% | -33.9% | -8.1% |
| 6M | -4.1% | +64.7% | -68.8% | -11.5% |
| YTD | -7.8% | +66.0% | -73.8% | -15.7% |
| 1Y | -15.6% | +92.0% | -107.5% | -20.1% |
| All | -15.6% | +92.4% | -108.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling