+129.3%
MOS vs EXEL
+334.5%
-205.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.8% | +4.1% |
| 7D | +22.5% | +3.8% | +18.7% | +21.8% |
| 30D | +6.6% | +17.8% | -11.2% | +4.0% |
| 3M | -3.8% | +21.2% | -25.0% | -6.7% |
| 6M | -2.2% | +54.7% | -56.9% | -8.5% |
| YTD | -4.8% | +56.8% | -61.5% | -11.3% |
| 1Y | -11.7% | +70.2% | -81.9% | -18.8% |
| 3Y | -26.5% | +227.2% | -253.7% | -40.0% |
| 5Y | -32.2% | +254.9% | -287.1% | -45.9% |
| 10Y | +10.2% | +476.9% | -466.7% | -22.9% |
| All | +129.3% | +334.5% | -205.2% | +4.3% |
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