-7.0%
MOS vs EXEL
+73.7%
-80.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | +21.6% | +0.3% | +21.3% | +21.4% |
| 30D | +12.0% | +19.0% | -7.1% | +8.3% |
| 3M | -3.9% | +33.3% | -37.2% | -8.9% |
| 6M | -3.3% | +42.9% | -46.2% | -9.6% |
| YTD | -4.6% | +58.7% | -63.4% | -13.3% |
| 1Y | -7.0% | +70.5% | -77.5% | -13.9% |
| All | -7.0% | +73.7% | -80.7% | -13.9% |
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