-15.0%
EW vs MOS
-31.6%
+16.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.1% |
| 7D | +6.8% | +22.5% | -15.7% | +4.6% |
| 30D | +16.6% | +6.6% | +9.9% | +15.6% |
| 3M | +13.3% | -3.8% | +17.1% | +13.3% |
| 6M | +21.6% | -2.2% | +23.8% | +21.1% |
| YTD | +18.3% | -4.8% | +23.0% | +17.6% |
| 1Y | +21.7% | -11.7% | +33.4% | +21.8% |
| 3Y | +50.3% | -26.5% | +76.8% | +51.5% |
| 5Y | -15.0% | -32.2% | +17.2% | -22.6% |
| All | -15.0% | -31.6% | +16.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling