+8.2%
MOS vs EAT
+390.6%
-382.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +10.4% | +1.9% | +8.5% | +9.5% |
| 3M | +12.9% | +68.7% | -55.8% | -3.4% |
| 6M | +1.2% | +66.9% | -65.7% | -14.3% |
| YTD | +9.3% | +60.4% | -51.1% | -6.7% |
| 1Y | -18.0% | +44.0% | -62.0% | -28.5% |
| 3Y | -29.0% | +604.7% | -633.7% | -64.8% |
| 5Y | -9.6% | +347.0% | -356.6% | -51.6% |
| All | +8.2% | +390.6% | -382.4% | -56.2% |
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