+495.8%
EWT vs MOS
+11.1%
+484.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | +1.6% | +7.1% | -5.4% | +0.4% |
| 30D | +8.2% | +15.0% | -6.9% | +5.4% |
| 3M | +11.1% | +24.1% | -13.0% | +6.5% |
| 6M | +60.4% | +2.7% | +57.7% | +58.1% |
| YTD | +75.6% | +12.2% | +63.4% | +69.9% |
| 1Y | +91.3% | -16.3% | +107.6% | +94.3% |
| 3Y | +200.3% | -23.3% | +223.6% | +203.5% |
| 5Y | +156.4% | -4.2% | +160.5% | +139.7% |
| 10Y | +495.8% | +12.6% | +483.2% | +406.7% |
| All | +495.8% | +11.1% | +484.7% | +406.7% |
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 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