-28.3%
MOS vs ED
+34.8%
-63.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | +9.5% | -0.2% | +9.7% | +9.6% |
| 30D | +10.4% | -0.1% | +10.6% | +10.4% |
| 3M | +12.9% | +3.9% | +9.0% | +12.0% |
| 6M | +1.2% | -3.0% | +4.3% | +1.7% |
| YTD | +9.3% | +10.7% | -1.4% | +7.4% |
| 1Y | -18.0% | +13.3% | -31.3% | -19.9% |
| All | -28.3% | +34.8% | -63.1% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling