+14,854.2%
MO vs ED
+2,217.3%
+12,636.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.6% | -0.1% | +0.8% | +0.7% |
| 3M | -1.0% | +3.9% | -4.9% | -2.4% |
| 6M | +4.3% | -3.0% | +7.4% | +5.9% |
| YTD | +23.3% | +10.7% | +12.6% | +18.3% |
| 1Y | +10.5% | +13.3% | -2.9% | +4.7% |
| 3Y | +96.3% | +34.5% | +61.8% | +71.7% |
| 5Y | +98.9% | +67.1% | +31.7% | +57.1% |
| 10Y | +103.6% | +103.0% | +0.6% | +44.0% |
| All | +14,854.2% | +2,217.3% | +12,636.9% | +3,319.0% |
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