-3.3%
MOS vs XE
-62.9%
+59.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.2% | +1.7% |
| 7D | +19.7% | +7.6% | +12.0% | +19.2% |
| 30D | +21.5% | -18.6% | +40.1% | +22.9% |
| 3M | -0.4% | -50.7% | +50.3% | +2.8% |
| 6M | +4.5% | -63.0% | +67.6% | +5.8% |
| All | -3.3% | -62.9% | +59.6% | -2.0% |
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 · 6 months rolling