+594.1%
EWT vs MOS
+170.2%
+423.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.5% |
| 7D | +4.0% | +9.5% | -5.6% | +1.8% |
| 30D | +10.3% | +10.4% | -0.1% | +7.6% |
| 3M | +6.1% | +12.9% | -6.8% | +2.6% |
| 6M | +56.6% | +1.2% | +55.4% | +54.0% |
| YTD | +76.6% | +9.3% | +67.3% | +70.1% |
| 1Y | +97.9% | -18.0% | +115.8% | +102.6% |
| 3Y | +198.0% | -29.0% | +227.0% | +207.6% |
| 5Y | +151.8% | -9.6% | +161.3% | +133.3% |
| 10Y | +514.1% | +6.1% | +508.1% | +384.7% |
| All | +594.1% | +170.2% | +423.9% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling