+163.2%
MOS vs EXEL
+273.2%
-109.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +9.5% | +8.4% | +1.2% | +8.3% |
| 30D | +10.4% | +4.1% | +6.3% | +9.7% |
| 3M | +12.9% | +12.4% | +0.5% | +10.8% |
| 6M | +1.2% | +41.5% | -40.3% | -4.0% |
| YTD | +9.3% | +34.6% | -25.3% | +4.3% |
| 1Y | -18.0% | +57.9% | -75.8% | -23.9% |
| 3Y | -29.0% | +159.5% | -188.5% | -40.0% |
| 5Y | -9.6% | +198.5% | -208.1% | -26.1% |
| 10Y | +6.1% | +411.4% | -405.3% | -24.9% |
| All | +163.2% | +273.2% | -109.9% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling