+97.5%
MO vs ED
+66.4%
+31.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +3.6% | +1.9% | +1.6% | +2.7% |
| 3M | -3.7% | +1.9% | -5.6% | -4.3% |
| 6M | +4.5% | -2.3% | +6.8% | +5.6% |
| YTD | +21.5% | +10.9% | +10.6% | +16.9% |
| 1Y | +9.5% | +14.5% | -5.0% | +3.8% |
| 3Y | +93.6% | +33.4% | +60.2% | +72.2% |
| 5Y | +97.5% | +67.3% | +30.2% | +57.4% |
| All | +97.5% | +66.4% | +31.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling