-24.4%
MOS vs EXEL
+231.1%
-255.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | +21.6% | +0.3% | +21.3% | +21.5% |
| 30D | +12.0% | +19.0% | -7.1% | +10.5% |
| 3M | -3.9% | +33.3% | -37.2% | -5.9% |
| 6M | -3.3% | +42.9% | -46.2% | -5.8% |
| YTD | -4.6% | +58.7% | -63.4% | -7.7% |
| 1Y | -7.0% | +70.5% | -77.5% | -10.2% |
| 3Y | -24.4% | +233.8% | -258.3% | -32.5% |
| All | -24.4% | +231.1% | -255.6% | -32.5% |
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