+52.2%
EWT vs MOS
-8.6%
+60.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.3% | +7.1% |
| 7D | -5.0% | +19.7% | -24.6% | -6.3% |
| 30D | -16.3% | +21.5% | -37.8% | -17.7% |
| 3M | -7.2% | -0.4% | -6.8% | -7.1% |
| 6M | -0.5% | +4.5% | -5.0% | -1.3% |
| YTD | +50.6% | -2.9% | +53.5% | +51.1% |
| All | +52.2% | -8.6% | +60.8% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling