-7.0%
MOS vs EXEL
+325.9%
-332.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.3% | -4.4% |
| 7D | -2.6% | +1.6% | -4.2% | -2.8% |
| 30D | +13.5% | +17.4% | -3.9% | +10.2% |
| 3M | -2.9% | +38.6% | -41.5% | -8.4% |
| 6M | -1.0% | +41.2% | -42.2% | -7.1% |
| YTD | -7.2% | +59.3% | -66.5% | -14.9% |
| 1Y | -11.4% | +60.2% | -71.6% | -19.0% |
| 3Y | -29.0% | +232.6% | -261.6% | -45.3% |
| 5Y | -34.0% | +285.9% | -319.9% | -51.4% |
| All | -7.0% | +325.9% | -332.9% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling