+11.7%
MOS vs XE
-36.4%
+48.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +2.3% |
| 7D | +7.1% | +4.0% | +3.0% | +6.9% |
| 30D | +15.0% | -15.5% | +30.5% | +15.5% |
| 3M | +24.1% | -14.6% | +38.7% | +23.0% |
| All | +11.7% | -36.4% | +48.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling