+2.8%
MOS vs EAT
+375.0%
-372.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | +19.7% | -3.9% | +23.6% | +21.1% |
| 30D | +21.5% | +5.0% | +16.5% | +19.5% |
| 3M | -0.4% | -9.6% | +9.2% | +1.4% |
| 6M | +4.5% | +46.8% | -42.2% | -8.0% |
| YTD | -2.9% | +41.8% | -44.7% | -14.8% |
| 1Y | -7.7% | +98.3% | -106.0% | -27.1% |
| 3Y | -25.6% | +503.1% | -528.7% | -61.6% |
| 5Y | -31.2% | +356.7% | -387.8% | -63.8% |
| 10Y | +2.8% | +349.8% | -347.0% | -56.0% |
| All | +2.8% | +375.0% | -372.2% | -56.0% |
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