+17,245.8%
MO vs ED
+2,513.4%
+14,732.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +22.8% | +12.5% | +10.2% | +16.7% |
| 6M | +13.4% | +14.9% | -1.6% | +6.9% |
| YTD | +43.0% | +24.8% | +18.2% | +30.3% |
| 1Y | +45.2% | +23.8% | +21.4% | +32.7% |
| 3Y | +145.5% | +51.6% | +93.9% | +104.4% |
| 5Y | +157.1% | +86.4% | +70.6% | +93.9% |
| 10Y | +153.3% | +145.4% | +7.9% | +65.4% |
| All | +17,245.8% | +2,513.4% | +14,732.4% | +3,666.5% |
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 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