+7.6%
MOS vs ED
+129.3%
-121.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +21.6% | +1.6% | +19.9% | +21.4% |
| 30D | +12.0% | +13.3% | -1.3% | +10.1% |
| 3M | -3.9% | +9.7% | -13.6% | -5.1% |
| 6M | -3.3% | +12.8% | -16.1% | -5.0% |
| YTD | -4.6% | +22.3% | -27.0% | -7.3% |
| 1Y | -7.0% | +26.3% | -33.3% | -10.0% |
| 3Y | -24.4% | +45.0% | -69.5% | -28.7% |
| 5Y | -32.1% | +80.2% | -112.3% | -37.2% |
| All | +7.6% | +129.3% | -121.6% | +2.0% |
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