+452.2%
EWT vs MOS
+135.7%
+316.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | -11.7% | +21.6% | -33.3% | -16.0% |
| 30D | -23.2% | +12.0% | -35.2% | -25.7% |
| 3M | -12.5% | -3.9% | -8.6% | -12.6% |
| 6M | -5.9% | -3.3% | -2.6% | -6.7% |
| YTD | +40.5% | -4.6% | +45.1% | +38.4% |
| 1Y | +43.7% | -7.0% | +50.7% | +42.0% |
| 3Y | +136.6% | -24.4% | +161.1% | +139.3% |
| 5Y | +105.1% | -32.1% | +137.2% | +102.4% |
| 10Y | +387.0% | +10.3% | +376.6% | +276.4% |
| All | +452.2% | +135.7% | +316.5% | +160.0% |
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