+50.3%
EW vs MOS
-26.7%
+77.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.3% |
| 7D | +6.8% | +22.5% | -15.7% | +5.4% |
| 30D | +16.6% | +6.6% | +9.9% | +15.9% |
| 3M | +13.3% | -3.8% | +17.1% | +13.2% |
| 6M | +21.6% | -2.2% | +23.8% | +21.1% |
| YTD | +18.3% | -4.8% | +23.0% | +17.9% |
| 1Y | +21.7% | -11.7% | +33.4% | +21.8% |
| All | +50.3% | -26.7% | +77.0% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling