-11.1%
MOS vs ED
+24.8%
-35.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.2% |
| 7D | -2.0% | +2.1% | -4.0% | -2.7% |
| 30D | +15.3% | +10.4% | +4.9% | +12.8% |
| 3M | +1.5% | +12.5% | -11.1% | -1.2% |
| 6M | -2.0% | +14.9% | -16.9% | -4.9% |
| YTD | -6.5% | +24.8% | -31.4% | -10.7% |
| 1Y | -11.1% | +23.8% | -34.9% | -14.6% |
| All | -11.1% | +24.8% | -35.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling