+451.6%
EWT vs MOS
-4.2%
+455.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.6% | -2.2% |
| 7D | +13.2% | -2.6% | +15.8% | +13.7% |
| 30D | -14.3% | +13.5% | -27.7% | -16.5% |
| 3M | -8.4% | -2.9% | -5.5% | -8.6% |
| 6M | +3.7% | -1.0% | +4.7% | +2.8% |
| YTD | +53.1% | -7.2% | +60.3% | +52.2% |
| 1Y | +55.5% | -11.4% | +66.9% | +55.6% |
| 3Y | +155.6% | -29.0% | +184.6% | +160.9% |
| 5Y | +119.3% | -34.0% | +153.3% | +118.5% |
| All | +451.6% | -4.2% | +455.7% | +364.1% |
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