+155.7%
MO vs ED
+147.1%
+8.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | +3.3% | +2.1% | +1.3% | +2.4% |
| 30D | +7.5% | +10.4% | -2.9% | +2.9% |
| 3M | +22.8% | +12.5% | +10.2% | +16.5% |
| 6M | +13.4% | +14.9% | -1.6% | +6.7% |
| YTD | +43.0% | +24.8% | +18.2% | +30.0% |
| 1Y | +45.2% | +23.8% | +21.4% | +32.4% |
| 3Y | +145.5% | +51.6% | +93.9% | +103.9% |
| 5Y | +157.1% | +86.4% | +70.6% | +92.7% |
| All | +155.7% | +147.1% | +8.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling