+271.2%
EW vs MOS
-3.5%
+274.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | +4.9% | -2.0% | +6.9% | +5.2% |
| 30D | +23.9% | +15.3% | +8.6% | +21.4% |
| 3M | +15.8% | +1.5% | +14.3% | +15.0% |
| 6M | +31.7% | -2.0% | +33.6% | +30.9% |
| YTD | +25.7% | -6.5% | +32.2% | +25.0% |
| 1Y | +24.4% | -11.1% | +35.5% | +24.4% |
| 3Y | +65.9% | -30.3% | +96.1% | +68.6% |
| 5Y | -7.6% | -33.5% | +25.9% | -8.3% |
| All | +271.2% | -3.5% | +274.7% | +215.0% |
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