-11.1%
MOS vs EXEL
+60.1%
-71.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -2.0% | -0.8% | -1.1% | -1.8% |
| 30D | +15.3% | +13.1% | +2.2% | +12.5% |
| 3M | +1.5% | +36.3% | -34.8% | -4.4% |
| 6M | -2.0% | +34.5% | -36.5% | -7.8% |
| YTD | -6.5% | +57.4% | -63.9% | -15.5% |
| 1Y | -11.1% | +62.9% | -74.0% | -18.4% |
| All | -11.1% | +60.1% | -71.2% | -18.4% |
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