+242.9%
EW vs MOS
-1.0%
+243.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | +9.3% | +24.8% | -15.5% | +6.0% |
| 30D | +22.1% | +22.7% | -0.6% | +18.6% |
| 3M | +13.0% | -1.2% | +14.2% | +12.7% |
| 6M | +30.1% | +5.5% | +24.5% | +28.1% |
| YTD | +22.0% | -2.0% | +24.0% | +20.6% |
| 1Y | +23.7% | -7.9% | +31.6% | +23.2% |
| 3Y | +62.0% | -25.0% | +87.0% | +63.0% |
| 5Y | -12.4% | -27.7% | +15.3% | -14.0% |
| All | +242.9% | -1.0% | +243.8% | +189.4% |
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