+110.3%
MO vs ED
+109.0%
+1.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -1.0% | -1.9% | +0.9% | -0.2% |
| 30D | +5.8% | +0.1% | +5.7% | +5.8% |
| 3M | -4.5% | 0.0% | -4.5% | -4.4% |
| 6M | +5.7% | -2.5% | +8.2% | +7.1% |
| YTD | +23.1% | +10.1% | +13.0% | +18.4% |
| 1Y | +10.9% | +13.6% | -2.7% | +5.0% |
| 3Y | +96.1% | +32.4% | +63.7% | +72.6% |
| 5Y | +100.1% | +69.9% | +30.2% | +56.1% |
| All | +110.3% | +109.0% | +1.2% | +47.8% |
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