+17,087.0%
MO vs ED
+2,477.8%
+14,609.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +0.4% | -1.7% | +2.2% | +1.2% |
| 30D | +8.9% | +10.7% | -1.8% | +4.3% |
| 3M | +23.0% | +11.6% | +11.3% | +17.3% |
| 6M | +15.0% | +13.5% | +1.5% | +9.0% |
| YTD | +41.7% | +23.1% | +18.6% | +29.9% |
| 1Y | +43.3% | +23.1% | +20.2% | +31.3% |
| 3Y | +143.2% | +47.9% | +95.2% | +104.6% |
| 5Y | +154.7% | +83.9% | +70.8% | +93.3% |
| 10Y | +151.0% | +142.1% | +8.9% | +64.8% |
| All | +17,087.0% | +2,477.8% | +14,609.2% | +3,653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling