-25.6%
MOS vs EAT
+498.6%
-524.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +19.7% | -3.9% | +23.6% | +20.3% |
| 30D | +21.5% | +5.0% | +16.5% | +20.7% |
| 3M | -0.4% | -9.6% | +9.2% | +0.5% |
| 6M | +4.5% | +46.8% | -42.2% | -1.7% |
| YTD | -2.9% | +41.8% | -44.7% | -8.7% |
| 1Y | -7.7% | +98.3% | -106.0% | -17.4% |
| 3Y | -25.6% | +503.1% | -528.7% | -56.5% |
| All | -25.6% | +498.6% | -524.3% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling