-27.7%
MOS vs EAT
+342.4%
-370.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.7% |
| 7D | +24.8% | -5.9% | +30.7% | +26.1% |
| 30D | +22.7% | +0.7% | +22.0% | +22.4% |
| 3M | -1.2% | -14.2% | +13.0% | +0.8% |
| 6M | +5.5% | +40.7% | -35.2% | -1.5% |
| YTD | -2.0% | +36.0% | -37.9% | -8.7% |
| 1Y | -7.9% | +83.1% | -91.0% | -18.9% |
| 3Y | -25.0% | +474.8% | -499.8% | -51.1% |
| 5Y | -27.7% | +347.6% | -375.3% | -53.0% |
| All | -27.7% | +342.4% | -370.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling