-8.8%
MOS vs EAT
+96.9%
-105.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +19.7% | -3.9% | +23.6% | +20.1% |
| 30D | +21.5% | +5.0% | +16.5% | +21.0% |
| 3M | -0.4% | -9.6% | +9.2% | +0.3% |
| 6M | +4.5% | +46.8% | -42.2% | -0.5% |
| YTD | -2.9% | +41.8% | -44.7% | -7.0% |
| All | -8.8% | +96.9% | -105.7% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling