+12.7%
MOS vs ET
+179.3%
-166.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.5% | +1.4% | -0.9% | -0.3% |
| 30D | +10.9% | +4.6% | +6.3% | +8.1% |
| 3M | +29.2% | +16.0% | +13.2% | +18.7% |
| 6M | -2.3% | +22.8% | -25.1% | -13.4% |
| YTD | +8.3% | +38.9% | -30.5% | -10.3% |
| 1Y | -21.2% | +34.1% | -55.3% | -33.4% |
| 3Y | -25.9% | +98.8% | -124.8% | -50.8% |
| 5Y | -9.4% | +246.8% | -256.2% | -55.5% |
| All | +12.7% | +179.3% | -166.6% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling