-26.3%
EW vs MOS
-8.7%
-17.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -0.3% | +9.5% | -9.9% | -1.2% |
| 30D | +1.0% | +10.4% | -9.4% | +0.1% |
| 3M | +2.8% | +12.9% | -10.1% | +1.4% |
| 6M | +5.5% | +1.2% | +4.2% | +4.9% |
| YTD | +5.5% | +9.3% | -3.9% | +3.9% |
| 1Y | +11.0% | -18.0% | +29.0% | +12.3% |
| 3Y | +17.7% | -29.0% | +46.7% | +19.8% |
| All | -26.3% | -8.7% | -17.6% | -28.7% |
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