-25.6%
MOS vs EXEL
+244.2%
-269.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.6% |
| 7D | +19.7% | +2.3% | +17.4% | +19.4% |
| 30D | +21.5% | +19.8% | +1.7% | +19.9% |
| 3M | -0.4% | +32.7% | -33.1% | -2.5% |
| 6M | +4.5% | +49.0% | -44.4% | +1.6% |
| YTD | -2.9% | +63.7% | -66.6% | -6.3% |
| 1Y | -7.7% | +75.8% | -83.5% | -11.1% |
| 3Y | -25.6% | +241.3% | -266.9% | -34.6% |
| All | -25.6% | +244.2% | -269.9% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling