+235.5%
EW vs MOS
+8.6%
+226.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +11.0% | +21.6% | -10.6% | +8.1% |
| 30D | +19.1% | +12.0% | +7.1% | +17.0% |
| 3M | +14.4% | -3.9% | +18.2% | +14.4% |
| 6M | +22.8% | -3.3% | +26.1% | +22.3% |
| YTD | +19.8% | -4.6% | +24.5% | +18.9% |
| 1Y | +23.9% | -7.0% | +30.9% | +23.2% |
| 3Y | +52.2% | -24.4% | +76.6% | +52.9% |
| 5Y | -13.9% | -32.1% | +18.2% | -14.7% |
| All | +235.5% | +8.6% | +226.8% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling