+189.2%
EQT vs MOS
-7.1%
+196.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.1% |
| 7D | -0.8% | +7.1% | -7.9% | -3.5% |
| 30D | +6.6% | +15.0% | -8.4% | +0.7% |
| 3M | +4.4% | +24.1% | -19.7% | -5.5% |
| 6M | -10.5% | +2.7% | -13.2% | -13.9% |
| YTD | +3.7% | +12.2% | -8.4% | -5.1% |
| 1Y | +9.9% | -16.3% | +26.2% | +13.9% |
| 3Y | +35.4% | -23.3% | +58.6% | +40.6% |
| 5Y | +189.2% | -4.2% | +193.3% | +136.1% |
| All | +189.2% | -7.1% | +196.3% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 5y: compounded portfolio wealth divided by compounded MOS 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…
5y analysis · Full analysis span regression · 6 months rolling