-1.6%
MOS vs EXEL
+363.4%
-365.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +24.8% | -2.4% | +27.2% | +25.3% |
| 30D | +22.7% | +17.9% | +4.8% | +19.1% |
| 3M | -1.2% | +33.3% | -34.5% | -6.1% |
| 6M | +5.5% | +46.6% | -41.0% | -1.6% |
| YTD | -2.0% | +61.0% | -63.0% | -10.3% |
| 1Y | -7.9% | +70.4% | -78.4% | -16.7% |
| 3Y | -25.0% | +236.1% | -261.1% | -42.3% |
| 5Y | -27.7% | +284.8% | -312.6% | -46.8% |
| 10Y | -1.6% | +348.4% | -350.0% | -30.8% |
| All | -1.6% | +363.4% | -365.0% | -30.8% |
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