-1.6%
MOS vs ET
+166.6%
-168.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | 0.0% |
| 7D | +24.8% | -1.9% | +26.7% | +25.7% |
| 30D | +22.7% | -3.1% | +25.7% | +24.1% |
| 3M | -1.2% | -3.9% | +2.7% | +0.3% |
| 6M | +5.5% | +4.0% | +1.5% | +2.1% |
| YTD | -2.0% | +26.4% | -28.4% | -15.3% |
| 1Y | -7.9% | +24.9% | -32.8% | -19.9% |
| 3Y | -25.0% | +85.2% | -110.2% | -49.0% |
| 5Y | -27.7% | +218.3% | -246.0% | -63.6% |
| 10Y | -1.6% | +172.0% | -173.5% | -51.9% |
| All | -1.6% | +166.6% | -168.1% | -51.9% |
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