-6.3%
MOS vs EAT
+320.8%
-327.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -2.0% | -4.0% | +2.0% | -0.9% |
| 30D | +15.3% | -2.9% | +18.2% | +15.9% |
| 3M | +1.5% | -16.9% | +18.4% | +6.0% |
| 6M | -2.0% | +57.0% | -58.9% | -15.2% |
| YTD | -6.5% | +38.2% | -44.7% | -17.5% |
| 1Y | -11.1% | +69.3% | -80.3% | -26.3% |
| 3Y | -30.3% | +483.0% | -513.2% | -63.6% |
| 5Y | -33.5% | +364.1% | -397.7% | -65.3% |
| All | -6.3% | +320.8% | -327.1% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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