+129.5%
EW vs MOS
+5.8%
+123.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -0.3% | +9.5% | -9.9% | -1.5% |
| 30D | +1.0% | +10.4% | -9.4% | -0.4% |
| 3M | +2.8% | +12.9% | -10.1% | +0.8% |
| 6M | +5.5% | +1.2% | +4.2% | +4.5% |
| YTD | +5.5% | +9.3% | -3.9% | +3.1% |
| 1Y | +11.0% | -18.0% | +29.0% | +12.6% |
| 3Y | +17.7% | -29.0% | +46.7% | +19.8% |
| 5Y | -25.7% | -9.6% | -16.2% | -29.5% |
| All | +129.5% | +5.8% | +123.6% | +104.9% |
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