-32.2%
MOS vs ED
+86.8%
-119.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.3% | +3.0% |
| 7D | +22.5% | +5.2% | +17.3% | +21.0% |
| 30D | +6.6% | +15.5% | -8.9% | +2.7% |
| 3M | -3.8% | +13.0% | -16.8% | -6.9% |
| 6M | -2.2% | +13.1% | -15.3% | -5.4% |
| YTD | -4.8% | +25.3% | -30.1% | -10.4% |
| 1Y | -11.7% | +30.5% | -42.3% | -18.0% |
| 3Y | -26.5% | +49.3% | -75.8% | -36.3% |
| 5Y | -32.2% | +84.6% | -116.8% | -48.9% |
| All | -32.2% | +86.8% | -119.0% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling