+491.8%
EWT vs MOS
+140.0%
+351.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.3% | +6.8% |
| 7D | -5.0% | +19.7% | -24.6% | -9.2% |
| 30D | -16.3% | +21.5% | -37.8% | -20.4% |
| 3M | -7.2% | -0.4% | -6.8% | -8.1% |
| 6M | -0.5% | +4.5% | -5.0% | -3.0% |
| YTD | +50.6% | -2.9% | +53.5% | +47.8% |
| 1Y | +54.8% | -7.7% | +62.6% | +53.3% |
| 3Y | +155.5% | -25.6% | +181.1% | +159.5% |
| 5Y | +116.4% | -31.2% | +147.6% | +112.9% |
| 10Y | +421.4% | +2.8% | +418.6% | +310.9% |
| All | +491.8% | +140.0% | +351.8% | +177.6% |
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