+118.0%
MOS vs ED
+2,522.9%
-2,404.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.3% | +3.0% |
| 7D | +22.5% | +5.2% | +17.3% | +20.8% |
| 30D | +6.6% | +15.5% | -8.9% | +2.0% |
| 3M | -3.8% | +13.0% | -16.8% | -7.4% |
| 6M | -2.2% | +13.1% | -15.3% | -6.0% |
| YTD | -4.8% | +25.3% | -30.1% | -11.4% |
| 1Y | -11.7% | +30.5% | -42.3% | -19.0% |
| 3Y | -26.5% | +49.3% | -75.8% | -36.2% |
| 5Y | -32.2% | +84.6% | -116.8% | -45.4% |
| 10Y | +10.2% | +135.4% | -125.3% | -23.4% |
| All | +118.0% | +2,522.9% | -2,404.9% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling