+118.0%
MOS vs EAT
+10,748.9%
-10,630.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +4.2% |
| 7D | +22.5% | -3.3% | +25.8% | +23.7% |
| 30D | +6.6% | +11.7% | -5.0% | +3.4% |
| 3M | -3.8% | -5.9% | +2.1% | -3.2% |
| 6M | -2.2% | +46.7% | -48.9% | -12.8% |
| YTD | -4.8% | +48.2% | -52.9% | -16.3% |
| 1Y | -11.7% | +105.4% | -117.1% | -29.1% |
| 3Y | -26.5% | +502.8% | -529.3% | -58.2% |
| 5Y | -32.2% | +376.3% | -408.5% | -61.3% |
| 10Y | +10.2% | +400.0% | -389.8% | -47.3% |
| All | +118.0% | +10,748.9% | -10,630.9% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling