-32.8%
MOS vs ED
+80.7%
-113.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.8% |
| 7D | +21.6% | +1.6% | +19.9% | +21.2% |
| 30D | +12.0% | +13.3% | -1.3% | +8.5% |
| 3M | -3.9% | +9.7% | -13.6% | -6.2% |
| 6M | -3.3% | +12.8% | -16.1% | -6.4% |
| YTD | -4.6% | +22.3% | -27.0% | -9.7% |
| 1Y | -7.0% | +26.3% | -33.3% | -12.8% |
| 3Y | -24.4% | +45.0% | -69.5% | -34.0% |
| All | -32.8% | +80.7% | -113.5% | -50.6% |
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 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