+0.6%
MOS vs ED
+141.1%
-140.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.5% | -0.9% | +6.4% | +5.6% |
| 30D | +21.0% | +11.2% | +9.8% | +19.2% |
| 3M | -0.5% | +11.8% | -12.2% | -2.0% |
| 6M | +6.6% | +14.1% | -7.5% | +4.5% |
| YTD | -2.8% | +23.0% | -25.7% | -5.7% |
| 1Y | -8.1% | +23.7% | -31.7% | -10.9% |
| 3Y | -25.6% | +47.7% | -73.3% | -30.2% |
| 5Y | -29.8% | +82.6% | -112.4% | -35.4% |
| 10Y | +0.6% | +141.8% | -141.2% | -2.7% |
| All | +0.6% | +141.1% | -140.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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