-23.3%
MOS vs ET
+99.3%
-122.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +9.5% | +0.9% | +8.6% | +9.1% |
| 30D | +10.4% | +7.5% | +3.0% | +6.6% |
| 3M | +12.9% | +11.4% | +1.5% | +7.0% |
| 6M | +1.2% | +18.5% | -17.3% | -7.5% |
| YTD | +9.3% | +37.4% | -28.1% | -7.3% |
| 1Y | -18.0% | +30.9% | -48.9% | -28.8% |
| All | -23.3% | +99.3% | -122.6% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling