-16.3%
MOS vs ET
+32.7%
-48.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.1% | +0.4% | +6.6% | +6.9% |
| 30D | +15.0% | +6.9% | +8.2% | +11.0% |
| 3M | +24.1% | +13.1% | +11.0% | +15.8% |
| 6M | +2.7% | +18.7% | -16.0% | -9.4% |
| YTD | +12.2% | +37.4% | -25.3% | -14.9% |
| 1Y | -16.3% | +34.8% | -51.1% | -33.1% |
| All | -16.3% | +32.7% | -48.9% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling