+157.1%
EWT vs MOS
-28.2%
+185.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +9.1% | -2.0% | +11.1% | +9.4% |
| 30D | -12.2% | +15.3% | -27.5% | -14.4% |
| 3M | -9.4% | +1.5% | -10.9% | -10.0% |
| 6M | +2.7% | -2.0% | +4.6% | +2.1% |
| YTD | +53.3% | -6.5% | +59.8% | +52.0% |
| 1Y | +59.2% | -11.1% | +70.2% | +59.1% |
| 3Y | +157.1% | -30.3% | +187.3% | +160.9% |
| All | +157.1% | -28.2% | +185.3% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling